+20.2%
RF vs WEC
+7.6%
+12.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +2.0% |
| 7D | -0.1% | +0.2% | -0.4% | -0.2% |
| 30D | +7.0% | +12.9% | -5.9% | +4.9% |
| 3M | -7.0% | +9.8% | -16.8% | -8.4% |
| 6M | +6.8% | +6.7% | 0.0% | +5.4% |
| YTD | +9.9% | +14.0% | -4.1% | +10.8% |
| All | +20.2% | +7.6% | +12.6% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling