+2,653.9%
UL vs WEC
+3,978.4%
-1,324.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | +0.2% |
| 7D | -1.3% | -0.3% | -1.1% | -1.2% |
| 30D | +0.5% | -1.3% | +1.8% | +0.9% |
| 3M | +17.6% | -3.9% | +21.5% | +19.3% |
| 6M | -5.4% | -8.3% | +2.9% | -2.5% |
| YTD | +0.7% | +3.1% | -2.4% | -0.6% |
| 1Y | -9.3% | +1.9% | -11.2% | -10.1% |
| 3Y | +24.5% | +41.9% | -17.4% | +8.4% |
| 5Y | +23.2% | +30.8% | -7.6% | +9.0% |
| 10Y | +64.5% | +141.9% | -77.4% | +11.7% |
| All | +2,653.9% | +3,978.4% | -1,324.6% | +625.1% |
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