-36.1%
AUR vs WEC
+30.3%
-66.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.9% | -2.5% |
| 7D | +0.2% | -1.3% | +1.4% | +0.3% |
| 30D | -8.9% | -0.4% | -8.5% | -8.9% |
| 3M | +4.6% | -6.8% | +11.4% | +5.3% |
| 6M | +44.9% | -6.4% | +51.2% | +45.4% |
| YTD | +64.8% | +2.5% | +62.4% | +62.6% |
| 1Y | +16.4% | -0.4% | +16.8% | +15.3% |
| 3Y | +85.1% | +38.5% | +46.6% | +68.8% |
| 5Y | -36.1% | +31.7% | -67.8% | -38.9% |
| All | -36.1% | +30.3% | -66.4% | -38.9% |
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