+158.2%
AMAT vs WEC
+53.9%
+104.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.5% |
| 7D | -2.5% | +1.4% | -3.9% | -2.4% |
| 30D | -26.5% | +12.8% | -39.3% | -26.0% |
| 3M | -28.6% | +11.2% | -39.8% | -28.1% |
| 6M | -14.2% | +6.6% | -20.9% | -13.9% |
| YTD | +45.5% | +13.8% | +31.6% | +46.0% |
| 1Y | +59.3% | +7.6% | +51.7% | +60.0% |
| 3Y | +153.1% | +62.2% | +90.9% | +142.7% |
| 5Y | +158.2% | +52.0% | +106.2% | +156.3% |
| All | +158.2% | +53.9% | +104.2% | +156.3% |
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 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