+66.4%
WEC vs ACI
+29.9%
+36.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -1.7% |
| 7D | -0.2% | -2.2% | +2.0% | 0.0% |
| 30D | +12.3% | +10.3% | +2.0% | +11.2% |
| 3M | +8.3% | +7.2% | +1.1% | +7.4% |
| 6M | +3.5% | -18.0% | +21.5% | +5.1% |
| YTD | +12.7% | -22.0% | +34.7% | +15.0% |
| 1Y | +8.2% | -23.4% | +31.5% | +10.6% |
| 3Y | +55.9% | -35.8% | +91.7% | +61.8% |
| 5Y | +51.2% | -43.7% | +94.9% | +56.6% |
| All | +66.4% | +29.9% | +36.5% | +61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling