+1,027.6%
FIX vs WEC
+56.3%
+971.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.4% |
| 7D | +9.4% | +2.3% | +7.1% | +9.3% |
| 30D | -27.8% | +11.1% | -38.8% | -28.6% |
| 3M | -35.6% | +8.4% | -44.0% | -36.1% |
| 6M | -45.2% | +7.5% | -52.7% | -45.8% |
| YTD | +19.5% | +15.3% | +4.1% | +17.0% |
| 1Y | +24.2% | +9.7% | +14.5% | +22.5% |
| 3Y | +494.2% | +64.7% | +429.5% | +422.9% |
| All | +1,027.6% | +56.3% | +971.2% | +899.1% |
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 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