+12,471.5%
FIX vs WEC
+2,270.5%
+10,201.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.2% |
| 7D | +6.0% | -0.3% | +6.3% | +6.1% |
| 30D | -7.2% | -1.3% | -6.0% | -6.8% |
| 3M | -15.9% | -3.9% | -11.9% | -14.9% |
| 6M | +12.7% | -8.3% | +21.1% | +16.2% |
| YTD | +72.8% | +3.1% | +69.7% | +69.6% |
| 1Y | +122.9% | +1.9% | +121.0% | +119.3% |
| 3Y | +774.3% | +41.9% | +732.4% | +626.4% |
| 5Y | +2,049.5% | +30.8% | +2,018.7% | +1,728.3% |
| 10Y | +5,821.5% | +141.9% | +5,679.5% | +3,607.6% |
| All | +12,471.5% | +2,270.5% | +10,201.0% | +3,420.2% |
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