+4,021.5%
WEC vs AFL
+18,542.8%
-14,521.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.3% |
| 7D | +0.8% | -0.7% | +1.6% | +0.9% |
| 30D | +0.3% | -7.1% | +7.5% | +1.5% |
| 3M | -2.9% | +0.4% | -3.4% | -3.0% |
| 6M | -5.9% | +4.5% | -10.5% | -6.6% |
| YTD | +4.1% | +6.1% | -1.9% | +3.1% |
| 1Y | +3.1% | +10.6% | -7.4% | +1.4% |
| 3Y | +40.8% | +64.0% | -23.2% | +30.2% |
| 5Y | +31.7% | +133.7% | -102.0% | +15.2% |
| 10Y | +141.1% | +298.0% | -156.9% | +91.5% |
| All | +4,021.5% | +18,542.8% | -14,521.3% | +1,866.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling