+6.5%
FIX vs WEC
+6.8%
-0.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.1% | +7.5% | +4.7% |
| 7D | -17.5% | -0.2% | -17.3% | -17.3% |
| 30D | -41.6% | +12.3% | -53.9% | -40.8% |
| 3M | -40.6% | +8.3% | -48.8% | -39.8% |
| 6M | -49.4% | +3.5% | -52.8% | -49.4% |
| YTD | +9.2% | +12.7% | -3.5% | +10.3% |
| 1Y | +6.5% | +8.2% | -1.7% | +8.4% |
| All | +6.5% | +6.8% | -0.3% | +8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling