+2,719.3%
WEC vs WWD
+15,408.5%
-12,689.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | -0.3% | +1.3% | -1.6% | -0.4% |
| 30D | -1.3% | -7.2% | +5.9% | -0.4% |
| 3M | -3.9% | -3.8% | -0.1% | -3.7% |
| 6M | -8.3% | -9.9% | +1.6% | -7.6% |
| YTD | +3.1% | +14.8% | -11.8% | +0.7% |
| 1Y | +1.9% | +42.1% | -40.1% | -3.2% |
| 3Y | +41.9% | +170.8% | -128.9% | +23.0% |
| 5Y | +30.8% | +197.5% | -166.7% | +10.9% |
| 10Y | +141.9% | +477.8% | -335.9% | +81.8% |
| All | +2,719.3% | +15,408.5% | -12,689.2% | +1,506.1% |
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