+195.2%
WEC vs ALLE
+208.6%
-13.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -0.7% | +1.6% | -2.3% | -1.2% |
| 30D | +11.0% | +24.1% | -13.1% | +4.1% |
| 3M | +8.6% | +14.8% | -6.2% | +4.1% |
| 6M | +6.2% | +45.9% | -39.7% | -5.6% |
| YTD | +14.3% | +20.7% | -6.5% | +7.0% |
| 1Y | +8.4% | +14.2% | -5.8% | +3.1% |
| 3Y | +62.9% | +90.7% | -27.8% | +29.7% |
| 5Y | +55.8% | +50.6% | +5.3% | +31.5% |
| All | +195.2% | +208.6% | -13.4% | +114.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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