-34.9%
AUR vs WEC
+31.4%
-66.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.6% |
| 7D | +19.2% | +0.8% | +18.4% | +19.1% |
| 30D | -7.8% | +0.3% | -8.1% | -7.9% |
| 3M | +4.0% | -2.9% | +6.9% | +4.1% |
| 6M | +45.0% | -5.9% | +50.9% | +45.6% |
| YTD | +69.5% | +4.1% | +65.4% | +67.1% |
| 1Y | +13.0% | +3.1% | +9.9% | +11.5% |
| 3Y | +90.4% | +40.8% | +49.6% | +74.4% |
| 5Y | -34.2% | +31.7% | -65.9% | -38.1% |
| All | -34.9% | +31.4% | -66.3% | -38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling