+1,443.7%
FANG vs WEC
+337.0%
+1,106.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.1% | +1.4% |
| 7D | +1.2% | -1.3% | +2.5% | +1.3% |
| 30D | +2.4% | -0.4% | +2.8% | +2.4% |
| 3M | +5.1% | -6.8% | +11.9% | +5.6% |
| 6M | +16.4% | -6.4% | +22.8% | +16.9% |
| YTD | +39.0% | +2.5% | +36.5% | +38.6% |
| 1Y | +50.6% | -0.4% | +51.0% | +50.5% |
| 3Y | +46.9% | +38.5% | +8.4% | +42.7% |
| 5Y | +238.2% | +31.7% | +206.6% | +229.4% |
| 10Y | +181.3% | +146.6% | +34.7% | +155.9% |
| All | +1,443.7% | +337.0% | +1,106.7% | +975.7% |
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 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