-7.5%
MSCI vs WEC
+31.0%
-38.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | +0.4% | -0.3% | +0.7% | +0.5% |
| 30D | +0.6% | -1.3% | +1.8% | +1.0% |
| 3M | -7.1% | -3.9% | -3.2% | -6.0% |
| 6M | +0.8% | -8.3% | +9.1% | +3.5% |
| YTD | +1.0% | +3.1% | -2.1% | -1.0% |
| 1Y | +4.3% | +1.9% | +2.4% | +2.4% |
| 3Y | +9.9% | +41.9% | -32.0% | -7.1% |
| All | -7.5% | +31.0% | -38.5% | -17.4% |
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