+237.4%
WEC vs Z
+6.9%
+230.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.4% | -2.0% |
| 7D | -0.2% | -4.6% | +4.4% | 0.0% |
| 30D | +12.3% | +8.3% | +4.0% | +11.9% |
| 3M | +8.3% | -11.6% | +19.9% | +8.5% |
| 6M | +3.5% | -33.6% | +37.1% | +4.6% |
| YTD | +12.7% | -56.7% | +69.4% | +15.5% |
| 1Y | +8.2% | -59.1% | +67.3% | +11.0% |
| 3Y | +55.9% | -20.4% | +76.2% | +54.9% |
| 5Y | +51.2% | -55.3% | +106.5% | +51.1% |
| 10Y | +177.6% | -14.2% | +191.8% | +156.7% |
| All | +237.4% | +6.9% | +230.6% | +210.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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