+64.7%
WEC vs AFL
+67.6%
-3.0%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | +0.1% | +0.6% |
| 7D | +2.3% | +2.9% | -0.5% | +1.3% |
| 30D | +11.1% | +8.0% | +3.1% | +8.3% |
| 3M | +8.4% | +5.9% | +2.5% | +6.3% |
| 6M | +7.5% | +11.6% | -4.1% | +3.6% |
| YTD | +15.3% | +17.5% | -2.2% | +9.1% |
| 1Y | +9.7% | +13.3% | -3.5% | +5.0% |
| 3Y | +64.7% | +67.0% | -2.4% | +45.5% |
| All | +64.7% | +67.6% | -3.0% | +45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling