+2,105.4%
FIX vs WEC
+31.0%
+2,074.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.0% |
| 7D | +6.0% | -0.3% | +6.3% | +6.1% |
| 30D | -7.2% | -1.3% | -6.0% | -7.1% |
| 3M | -15.9% | -3.9% | -11.9% | -15.7% |
| 6M | +12.7% | -8.3% | +21.1% | +13.8% |
| YTD | +72.8% | +3.1% | +69.7% | +71.5% |
| 1Y | +122.9% | +1.9% | +121.0% | +121.3% |
| 3Y | +774.3% | +41.9% | +732.4% | +691.2% |
| All | +2,105.4% | +31.0% | +2,074.5% | +1,908.7% |
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