+3,644.4%
FIX vs WEC
+186.5%
+3,457.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | -13.9% | +1.4% | -15.3% | -14.5% |
| 30D | -35.5% | +12.8% | -48.3% | -38.3% |
| 3M | -33.9% | +11.2% | -45.2% | -36.5% |
| 6M | -43.3% | +6.6% | -49.9% | -45.0% |
| YTD | +18.7% | +13.8% | +4.8% | +12.5% |
| 1Y | +13.8% | +7.6% | +6.1% | +9.9% |
| 3Y | +495.0% | +62.2% | +432.7% | +379.1% |
| 5Y | +1,049.0% | +52.0% | +997.1% | +837.9% |
| 10Y | +3,644.4% | +189.4% | +3,455.0% | +2,706.0% |
| All | +3,644.4% | +186.5% | +3,457.9% | +2,706.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling