+73.9%
WEC vs ALC
+24.0%
+49.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.2% |
| 7D | -0.3% | -2.1% | +1.8% | +0.3% |
| 30D | -1.3% | -0.1% | -1.2% | -1.4% |
| 3M | -3.9% | +5.9% | -9.8% | -5.5% |
| 6M | -8.3% | -15.9% | +7.6% | -4.7% |
| YTD | +3.1% | -10.1% | +13.2% | +5.1% |
| 1Y | +1.9% | -10.2% | +12.2% | +3.7% |
| 3Y | +41.9% | -13.6% | +55.5% | +42.8% |
| 5Y | +30.8% | -15.1% | +45.9% | +29.7% |
| All | +73.9% | +24.0% | +49.9% | +32.8% |
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