+75.8%
WEC vs ALC
+21.6%
+54.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.0% | +1.6% |
| 7D | +0.8% | -3.7% | +4.5% | +1.8% |
| 30D | +0.3% | -3.7% | +4.1% | +1.2% |
| 3M | -2.9% | +4.6% | -7.5% | -4.3% |
| 6M | -5.9% | -14.6% | +8.7% | -2.6% |
| YTD | +4.1% | -11.9% | +16.0% | +6.7% |
| 1Y | +3.1% | -13.1% | +16.3% | +5.8% |
| 3Y | +40.8% | -15.0% | +55.8% | +42.2% |
| 5Y | +31.7% | -16.2% | +47.9% | +30.9% |
| All | +75.8% | +21.6% | +54.2% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling