+91.8%
AUR vs WEC
+39.2%
+52.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.9% | -2.6% |
| 7D | +0.2% | -1.3% | +1.4% | +0.1% |
| 30D | -8.9% | -0.4% | -8.5% | -9.0% |
| 3M | +4.6% | -6.8% | +11.4% | +4.5% |
| 6M | +44.9% | -6.4% | +51.2% | +44.5% |
| YTD | +64.8% | +2.5% | +62.4% | +62.2% |
| 1Y | +16.4% | -0.4% | +16.8% | +15.1% |
| All | +91.8% | +39.2% | +52.6% | +67.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling