+576.2%
FE vs WEC
+2,187.1%
-1,610.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.1% |
| 7D | +1.9% | -0.3% | +2.2% | +2.1% |
| 30D | -1.2% | -1.3% | +0.1% | -0.3% |
| 3M | +3.5% | -3.9% | +7.4% | +6.5% |
| 6M | -6.1% | -8.3% | +2.3% | -0.2% |
| YTD | +7.6% | +3.1% | +4.5% | +5.0% |
| 1Y | +11.9% | +1.9% | +10.0% | +9.9% |
| 3Y | +48.4% | +41.9% | +6.5% | +14.2% |
| 5Y | +44.8% | +30.8% | +14.0% | +17.2% |
| 10Y | +115.9% | +141.9% | -26.0% | +5.6% |
| All | +576.2% | +2,187.1% | -1,610.9% | -26.8% |
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