-43.9%
ALB vs WEC
+31.0%
-74.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.2% |
| 7D | -8.1% | -0.3% | -7.8% | -8.0% |
| 30D | +6.3% | -1.3% | +7.6% | +6.6% |
| 3M | -23.6% | -3.9% | -19.6% | -22.9% |
| 6M | -24.6% | -8.3% | -16.3% | -22.6% |
| YTD | -10.3% | +3.1% | -13.3% | -11.9% |
| 1Y | +61.5% | +1.9% | +59.5% | +58.5% |
| 3Y | -34.0% | +41.9% | -75.9% | -44.2% |
| All | -43.9% | +31.0% | -74.9% | -50.5% |
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