+112.0%
AMGN vs WEC
+30.7%
+81.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.2% |
| 7D | -11.6% | +0.4% | -12.0% | -11.8% |
| 30D | -5.7% | +0.9% | -6.6% | -6.1% |
| 3M | +14.2% | -5.3% | +19.5% | +16.4% |
| 6M | +5.2% | -6.6% | +11.8% | +7.6% |
| YTD | +22.0% | +3.3% | +18.7% | +20.2% |
| 1Y | +43.6% | +2.1% | +41.6% | +42.0% |
| 3Y | +65.0% | +39.6% | +25.4% | +45.3% |
| 5Y | +112.0% | +31.2% | +80.9% | +81.4% |
| All | +112.0% | +30.7% | +81.4% | +81.4% |
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