+7,433.0%
FIX vs WEC
+2,547.5%
+4,885.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +0.2% | -11.8% | -11.7% |
| 7D | -27.2% | +3.2% | -30.5% | -28.4% |
| 30D | -46.9% | +14.7% | -61.6% | -50.1% |
| 3M | -44.4% | +10.2% | -54.7% | -46.9% |
| 6M | -50.9% | +4.5% | -55.4% | -52.3% |
| YTD | +3.5% | +15.1% | -11.6% | -3.4% |
| 1Y | -2.1% | +9.4% | -11.5% | -6.8% |
| 3Y | +418.7% | +56.9% | +361.8% | +312.6% |
| 5Y | +894.6% | +54.4% | +840.1% | +684.7% |
| 10Y | +3,465.5% | +183.5% | +3,282.0% | +1,977.6% |
| All | +7,433.0% | +2,547.5% | +4,885.5% | +1,905.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling