+99.2%
WMT vs WEC
+39.2%
+60.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | -2.5% | -1.3% | -1.2% | -2.2% |
| 30D | -6.4% | -0.4% | -6.0% | -6.3% |
| 3M | -12.1% | -6.8% | -5.3% | -10.5% |
| 6M | -15.0% | -6.4% | -8.6% | -13.5% |
| YTD | -4.5% | +2.5% | -7.0% | -4.8% |
| 1Y | +6.2% | -0.4% | +6.6% | +6.6% |
| All | +99.2% | +39.2% | +60.0% | +93.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling