+131.4%
WMT vs WEC
+30.3%
+101.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | -2.5% | -1.3% | -1.2% | -2.1% |
| 30D | -6.4% | -0.4% | -6.0% | -6.3% |
| 3M | -12.1% | -6.8% | -5.3% | -10.2% |
| 6M | -15.0% | -6.4% | -8.6% | -13.3% |
| YTD | -4.5% | +2.5% | -7.0% | -5.2% |
| 1Y | +6.2% | -0.4% | +6.6% | +6.3% |
| 3Y | +99.9% | +38.5% | +61.4% | +81.7% |
| 5Y | +131.4% | +31.7% | +99.8% | +112.8% |
| All | +131.4% | +30.3% | +101.1% | +112.8% |
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