+39.8%
WEC vs AGI
+214.4%
-174.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.2% | -0.9% |
| 7D | +0.4% | +2.2% | -1.8% | +0.3% |
| 30D | +0.9% | +11.3% | -10.4% | +0.1% |
| 3M | -5.3% | +5.6% | -11.0% | -5.9% |
| 6M | -6.6% | -27.7% | +21.1% | -4.3% |
| YTD | +3.3% | -4.1% | +7.3% | +2.4% |
| 1Y | +2.1% | +13.8% | -11.7% | -1.2% |
| All | +39.8% | +214.4% | -174.6% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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