+90.2%
WEC vs ALC
+31.8%
+58.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.5% |
| 7D | -0.2% | +4.9% | -5.1% | -1.4% |
| 30D | +12.3% | +19.0% | -6.7% | +7.4% |
| 3M | +8.3% | +7.8% | +0.5% | +6.0% |
| 6M | +3.5% | +14.6% | -11.1% | -0.5% |
| YTD | +12.7% | -4.4% | +17.2% | +13.0% |
| 1Y | +8.2% | +1.4% | +6.8% | +6.6% |
| 3Y | +55.9% | +2.5% | +53.4% | +48.9% |
| 5Y | +51.2% | -10.9% | +62.1% | +48.4% |
| All | +90.2% | +31.8% | +58.4% | +42.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling