+60.4%
WM vs WEC
+55.5%
+5.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.4% |
| 7D | -0.5% | +0.2% | -0.7% | -0.6% |
| 30D | +13.3% | +12.9% | +0.4% | +7.3% |
| 3M | +4.4% | +9.8% | -5.4% | 0.0% |
| 6M | +10.8% | +6.7% | +4.1% | +7.6% |
| YTD | +9.1% | +14.0% | -4.9% | +2.8% |
| 1Y | +19.1% | +7.3% | +11.8% | +15.2% |
| 3Y | +45.7% | +63.8% | -18.1% | +17.0% |
| 5Y | +60.4% | +54.8% | +5.7% | +30.3% |
| All | +60.4% | +55.5% | +5.0% | +30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling