+31.7%
WEC vs AFL
+131.0%
-99.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.7% |
| 7D | -1.3% | -3.3% | +2.0% | -0.2% |
| 30D | -0.4% | -5.0% | +4.6% | +1.3% |
| 3M | -6.8% | -1.8% | -5.0% | -6.3% |
| 6M | -6.4% | +4.8% | -11.2% | -7.9% |
| YTD | +2.5% | +5.4% | -2.9% | +0.5% |
| 1Y | -0.4% | +9.0% | -9.4% | -3.5% |
| 3Y | +38.5% | +63.0% | -24.5% | +17.8% |
| 5Y | +31.7% | +134.5% | -102.8% | +1.2% |
| All | +31.7% | +131.0% | -99.3% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling