+63.3%
WM vs WEC
+56.3%
+7.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | +4.5% | +3.2% | +1.3% | +3.0% |
| 30D | +16.1% | +14.7% | +1.4% | +9.2% |
| 3M | +8.0% | +10.2% | -2.2% | +3.3% |
| 6M | +8.4% | +4.5% | +3.9% | +6.2% |
| YTD | +11.2% | +15.1% | -3.9% | +4.4% |
| 1Y | +22.3% | +9.4% | +12.9% | +17.3% |
| 3Y | +50.2% | +56.9% | -6.7% | +23.3% |
| 5Y | +63.3% | +54.4% | +8.8% | +33.7% |
| All | +63.3% | +56.3% | +7.0% | +33.7% |
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 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