+6.2%
MSCI vs WEC
+54.4%
-48.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | +6.0% | +3.2% | +2.8% | +4.9% |
| 30D | +18.2% | +14.7% | +3.5% | +12.9% |
| 3M | +15.1% | +10.2% | +4.9% | +11.3% |
| 6M | +13.7% | +4.5% | +9.3% | +11.8% |
| YTD | +15.6% | +15.1% | +0.5% | +9.0% |
| 1Y | +16.3% | +9.4% | +6.9% | +11.9% |
| 3Y | +36.9% | +56.9% | -20.0% | +11.6% |
| All | +6.2% | +54.4% | -48.2% | -9.6% |
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