+142.0%
WEC vs AFL
+303.3%
-161.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -0.6% | -1.6% | +1.1% | -0.1% |
| 30D | -2.6% | -4.0% | +1.4% | -1.6% |
| 3M | -6.0% | -0.5% | -5.5% | -5.9% |
| 6M | -5.4% | +6.5% | -11.9% | -7.1% |
| YTD | +2.5% | +6.2% | -3.7% | +0.7% |
| 1Y | -0.7% | +8.3% | -9.0% | -3.0% |
| 3Y | +38.7% | +62.5% | -23.8% | +21.7% |
| 5Y | +31.7% | +136.2% | -104.5% | +4.6% |
| All | +142.0% | +303.3% | -161.2% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 10y: compounded portfolio wealth divided by compounded AFL 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…
10y analysis · Full analysis span regression · 6 months rolling