+337.6%
WELL vs WEC
+143.0%
+194.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.1% |
| 7D | -1.3% | +0.8% | -2.1% | -1.8% |
| 30D | +0.5% | +0.3% | +0.2% | +0.3% |
| 3M | +19.1% | -2.9% | +22.0% | +21.1% |
| 6M | +17.0% | -5.9% | +22.9% | +21.2% |
| YTD | +29.2% | +4.1% | +25.0% | +26.3% |
| 1Y | +42.1% | +3.1% | +39.0% | +39.6% |
| 3Y | +204.5% | +40.8% | +163.8% | +149.4% |
| 5Y | +211.0% | +31.7% | +179.3% | +162.4% |
| 10Y | +337.6% | +141.1% | +196.5% | +141.7% |
| All | +337.6% | +143.0% | +194.6% | +141.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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