+23.9%
UL vs WEC
+42.2%
-18.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.4% |
| 7D | -1.3% | +0.8% | -2.1% | -1.6% |
| 30D | +0.9% | +0.3% | +0.6% | +0.7% |
| 3M | +14.2% | -2.9% | +17.2% | +15.5% |
| 6M | -3.2% | -5.9% | +2.7% | -1.1% |
| YTD | -0.3% | +4.1% | -4.5% | -1.8% |
| 1Y | -8.8% | +3.1% | -11.9% | -9.9% |
| 3Y | +23.9% | +40.8% | -16.9% | +13.6% |
| All | +23.9% | +42.2% | -18.4% | +13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling