+31.7%
WEC vs AGI
+389.1%
-357.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.7% | -0.5% |
| 7D | -1.3% | -5.4% | +4.1% | -0.8% |
| 30D | -0.4% | +6.6% | -7.0% | -1.1% |
| 3M | -6.8% | +8.2% | -15.0% | -7.8% |
| 6M | -6.4% | -29.3% | +22.9% | -3.7% |
| YTD | +2.5% | -7.4% | +9.8% | +1.7% |
| 1Y | -0.4% | +7.9% | -8.3% | -3.4% |
| 3Y | +38.5% | +206.2% | -167.7% | +13.9% |
| 5Y | +31.7% | +397.6% | -365.9% | +0.1% |
| All | +31.7% | +389.1% | -357.4% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling