+533.2%
XYZ vs WEC
+199.1%
+334.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -1.0% | -0.3% | -0.7% | -0.9% |
| 30D | -1.7% | -1.3% | -0.4% | -1.4% |
| 3M | +16.7% | -3.9% | +20.7% | +17.9% |
| 6M | +26.9% | -8.3% | +35.2% | +29.5% |
| YTD | +27.1% | +3.1% | +24.1% | +25.0% |
| 1Y | +9.3% | +1.9% | +7.3% | +7.5% |
| 3Y | +42.3% | +41.9% | +0.4% | +23.7% |
| 5Y | -69.3% | +30.8% | -100.1% | -72.7% |
| 10Y | +586.8% | +141.9% | +444.9% | +447.1% |
| All | +533.2% | +199.1% | +334.1% | +427.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling