+506.7%
FIX vs WEC
+60.5%
+446.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.1% | +8.3% | +9.7% |
| 7D | -7.2% | +0.2% | -7.5% | -7.0% |
| 30D | -35.1% | +12.9% | -48.0% | -33.5% |
| 3M | -34.3% | +9.8% | -44.1% | -33.0% |
| 6M | -42.9% | +6.7% | -49.7% | -42.2% |
| YTD | +19.5% | +14.0% | +5.5% | +22.8% |
| 1Y | +16.8% | +7.3% | +9.4% | +18.8% |
| 3Y | +506.7% | +63.8% | +442.9% | +534.1% |
| All | +506.7% | +60.5% | +446.2% | +534.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling