+31.7%
WEC vs A
-14.2%
+45.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.7% | +1.3% |
| 7D | +0.8% | -2.1% | +2.9% | +1.0% |
| 30D | +0.3% | +0.6% | -0.3% | +0.2% |
| 3M | -2.9% | +10.9% | -13.8% | -4.2% |
| 6M | -5.9% | +28.2% | -34.1% | -9.0% |
| YTD | +4.1% | +8.6% | -4.4% | +2.8% |
| 1Y | +3.1% | +15.5% | -12.4% | +0.7% |
| 3Y | +40.8% | +31.8% | +9.0% | +32.1% |
| 5Y | +31.7% | -14.9% | +46.6% | +28.0% |
| All | +31.7% | -14.2% | +45.9% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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