+54.1%
WEC vs AGI
+243.7%
-189.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +2.3% | -10.1% | +12.4% | +3.2% |
| 30D | +11.1% | -6.5% | +17.6% | +11.4% |
| 3M | +8.4% | -12.8% | +21.3% | +9.2% |
| 6M | +7.5% | -34.3% | +41.8% | +11.0% |
| YTD | +15.3% | -25.6% | +41.0% | +16.3% |
| 1Y | +9.7% | -14.2% | +24.0% | +8.6% |
| 3Y | +64.7% | +127.3% | -62.6% | +38.6% |
| All | +54.1% | +243.7% | -189.6% | +23.3% |
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