-5.2%
WEC vs AAOX
-58.1%
+52.9%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.4% | 0.0% |
| 7D | -0.6% | -1.4% | +0.8% | -0.6% |
| 30D | -2.6% | -49.0% | +46.4% | -2.9% |
| 3M | -6.0% | -77.3% | +71.2% | -6.2% |
| All | -5.2% | -58.1% | +52.9% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 AAOX 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 · Available span rolling