+225.6%
FANG vs WEC
+30.6%
+195.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +2.9% | -0.6% | +3.5% | +2.9% |
| 30D | +2.6% | -2.6% | +5.2% | +2.9% |
| 3M | +7.6% | -6.0% | +13.6% | +8.3% |
| 6M | +17.3% | -5.4% | +22.7% | +18.0% |
| YTD | +38.7% | +2.5% | +36.2% | +38.0% |
| 1Y | +51.6% | -0.7% | +52.4% | +51.4% |
| 3Y | +50.0% | +38.7% | +11.2% | +41.8% |
| All | +225.6% | +30.6% | +195.0% | +211.3% |
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