+13.8%
FIX vs WEC
+7.4%
+6.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.7% |
| 7D | -13.9% | +1.4% | -15.3% | -13.5% |
| 30D | -35.5% | +12.8% | -48.3% | -34.5% |
| 3M | -33.9% | +11.2% | -45.2% | -32.8% |
| 6M | -43.3% | +6.6% | -49.9% | -43.5% |
| YTD | +18.7% | +13.8% | +4.8% | +19.6% |
| 1Y | +13.8% | +7.6% | +6.1% | +17.1% |
| All | +13.8% | +7.4% | +6.3% | +17.1% |
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