+64.7%
WEC vs ALC
+4.4%
+60.3%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.3% | +0.5% |
| 7D | +2.3% | -1.1% | +3.4% | +2.5% |
| 30D | +11.1% | +16.0% | -5.0% | +9.1% |
| 3M | +8.4% | +0.8% | +7.6% | +8.2% |
| 6M | +7.5% | +16.8% | -9.3% | +5.3% |
| YTD | +15.3% | -5.5% | +20.8% | +15.5% |
| 1Y | +9.7% | -5.3% | +15.0% | +9.8% |
| 3Y | +64.7% | +4.1% | +60.6% | +61.4% |
| All | +64.7% | +4.4% | +60.3% | +61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling