+197.9%
WEC vs WSM
+1,131.4%
-933.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.5% | +0.8% |
| 7D | +2.3% | 0.0% | +2.3% | +2.3% |
| 30D | +11.1% | +5.1% | +6.0% | +10.7% |
| 3M | +8.4% | +5.1% | +3.3% | +8.1% |
| 6M | +7.5% | +48.6% | -41.1% | +4.9% |
| YTD | +15.3% | +44.2% | -28.8% | +12.6% |
| 1Y | +9.7% | +38.1% | -28.4% | +7.4% |
| 3Y | +64.7% | +257.2% | -192.6% | +48.5% |
| 5Y | +57.3% | +165.1% | -107.8% | +43.3% |
| All | +197.9% | +1,131.4% | -933.5% | +137.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WSM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling