+199.6%
AMGN vs WEC
+146.6%
+53.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.5% | -2.0% |
| 7D | -13.9% | -1.3% | -12.6% | -13.5% |
| 30D | -7.1% | -0.4% | -6.8% | -7.1% |
| 3M | +13.9% | -6.8% | +20.7% | +16.8% |
| 6M | +3.2% | -6.4% | +9.6% | +5.6% |
| YTD | +19.2% | +2.5% | +16.8% | +17.8% |
| 1Y | +41.1% | -0.4% | +41.5% | +40.8% |
| 3Y | +61.3% | +38.5% | +22.8% | +41.2% |
| 5Y | +109.1% | +31.7% | +77.4% | +84.3% |
| All | +199.6% | +146.6% | +53.0% | +143.7% |
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 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