+893.9%
FIX vs WEC
+54.4%
+839.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +0.2% | -11.8% | -11.6% |
| 7D | -27.2% | +3.2% | -30.5% | -27.5% |
| 30D | -46.9% | +14.7% | -61.6% | -47.8% |
| 3M | -44.4% | +10.2% | -54.7% | -45.0% |
| 6M | -50.9% | +4.5% | -55.4% | -51.2% |
| YTD | +3.5% | +15.1% | -11.6% | +1.4% |
| 1Y | -2.1% | +9.4% | -11.5% | -3.4% |
| 3Y | +418.7% | +56.9% | +361.8% | +365.7% |
| All | +893.9% | +54.4% | +839.5% | +784.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling