+1,395.9%
IBKR vs WEC
+697.4%
+698.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | -3.8% | -1.3% | -2.5% | -3.4% |
| 30D | -0.3% | -0.4% | +0.1% | -0.3% |
| 3M | +4.8% | -6.8% | +11.6% | +6.6% |
| 6M | +30.8% | -6.4% | +37.2% | +32.5% |
| YTD | +39.5% | +2.5% | +37.0% | +37.3% |
| 1Y | +43.7% | -0.4% | +44.1% | +42.4% |
| 3Y | +284.7% | +38.5% | +246.1% | +237.9% |
| 5Y | +484.9% | +31.7% | +453.2% | +412.3% |
| 10Y | +980.8% | +146.6% | +834.3% | +565.3% |
| All | +1,395.9% | +697.4% | +698.5% | +224.7% |
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 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