+33.6%
WEC vs ACI
-42.9%
+76.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -0.3% | +0.2% | -0.4% | -0.3% |
| 30D | -1.3% | +5.9% | -7.2% | -2.0% |
| 3M | -3.9% | -19.8% | +15.9% | -1.7% |
| 6M | -8.3% | -24.7% | +16.4% | -5.5% |
| YTD | +3.1% | -24.4% | +27.4% | +6.0% |
| 1Y | +1.9% | -31.5% | +33.4% | +6.2% |
| 3Y | +41.9% | -38.7% | +80.6% | +49.5% |
| All | +33.6% | -42.9% | +76.5% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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