+132.3%
AA vs WEC
+141.2%
-8.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.1% | -1.8% |
| 7D | -0.6% | +0.4% | -1.0% | -0.7% |
| 30D | -1.6% | +0.9% | -2.5% | -1.9% |
| 3M | -29.8% | -5.3% | -24.5% | -29.1% |
| 6M | -16.6% | -6.6% | -10.1% | -15.6% |
| YTD | -4.0% | +3.3% | -7.3% | -5.1% |
| 1Y | +63.5% | +2.1% | +61.4% | +61.7% |
| 3Y | +86.8% | +39.6% | +47.2% | +69.9% |
| 5Y | +12.4% | +31.2% | -18.8% | +3.9% |
| 10Y | +132.3% | +148.4% | -16.1% | +141.3% |
| All | +132.3% | +141.2% | -8.8% | +141.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling