+17.4%
WEC vs ADVB
-97.5%
+114.9%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.2% | -6.3% | -2.1% |
| 7D | -0.2% | -13.9% | +13.7% | -0.2% |
| 30D | +12.3% | -68.1% | +80.4% | +12.7% |
| 3M | +8.3% | -73.4% | +81.6% | +8.7% |
| 6M | +3.5% | -70.8% | +74.3% | +4.2% |
| YTD | +12.7% | -66.1% | +78.8% | +13.1% |
| 1Y | +8.2% | -77.5% | +85.7% | +8.7% |
| All | +17.4% | -97.5% | +114.9% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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