+3,026.4%
WEC vs WWD
+14,767.1%
-11,740.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.2% |
| 7D | -0.7% | +8.2% | -8.9% | -1.7% |
| 30D | +11.0% | -0.2% | +11.1% | +10.8% |
| 3M | +8.6% | -8.4% | +17.0% | +9.5% |
| 6M | +6.2% | -9.5% | +15.7% | +6.9% |
| YTD | +14.3% | +10.1% | +4.2% | +12.0% |
| 1Y | +8.4% | +21.6% | -13.2% | +4.7% |
| 3Y | +62.9% | +149.6% | -86.7% | +42.4% |
| 5Y | +55.8% | +191.3% | -135.5% | +32.2% |
| 10Y | +193.2% | +455.2% | -262.0% | +121.0% |
| All | +3,026.4% | +14,767.1% | -11,740.7% | +1,686.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling