+52.0%
WEC vs WWD
+188.4%
-136.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | +1.4% | +0.4% | +1.0% | +1.3% |
| 30D | +12.8% | -0.4% | +13.2% | +12.7% |
| 3M | +11.2% | -6.1% | +17.3% | +11.7% |
| 6M | +6.6% | -9.5% | +16.1% | +7.2% |
| YTD | +13.8% | +10.8% | +3.0% | +11.8% |
| 1Y | +7.6% | +23.5% | -15.9% | +4.5% |
| 3Y | +62.2% | +151.3% | -89.0% | +41.3% |
| 5Y | +52.0% | +187.8% | -135.9% | +27.2% |
| All | +52.0% | +188.4% | -136.4% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 5y: compounded portfolio wealth divided by compounded WWD 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…
5y analysis · Full analysis span regression · 6 months rolling