+785.1%
WEC vs ACWI
+356.8%
+428.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -0.3% | +0.5% | -0.8% | -0.5% |
| 30D | -1.3% | +0.9% | -2.2% | -1.7% |
| 3M | -3.9% | +2.4% | -6.3% | -5.2% |
| 6M | -8.3% | +12.4% | -20.7% | -13.4% |
| YTD | +3.1% | +15.2% | -12.1% | -3.9% |
| 1Y | +1.9% | +22.7% | -20.8% | -7.8% |
| 3Y | +41.9% | +75.8% | -33.9% | +7.1% |
| 5Y | +30.8% | +67.7% | -36.9% | -0.2% |
| 10Y | +141.9% | +229.0% | -87.1% | +30.1% |
| All | +785.1% | +356.8% | +428.3% | +282.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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