+543.0%
XYZ vs WEC
+234.1%
+308.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.1% |
| 7D | +9.2% | +3.2% | +6.0% | +8.3% |
| 30D | +9.8% | +14.7% | -4.9% | +5.6% |
| 3M | -0.2% | +10.2% | -10.4% | -3.0% |
| 6M | +18.0% | +4.5% | +13.5% | +16.1% |
| YTD | +29.1% | +15.1% | +14.0% | +22.9% |
| 1Y | +14.1% | +9.4% | +4.7% | +10.3% |
| 3Y | +72.6% | +56.9% | +15.7% | +46.0% |
| 5Y | -64.6% | +54.4% | -119.0% | -70.0% |
| 10Y | +590.0% | +183.5% | +406.5% | +434.0% |
| All | +543.0% | +234.1% | +308.9% | +418.7% |
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 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