+197.9%
WEC vs ALLE
+211.7%
-13.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.6% |
| 7D | +2.3% | +3.6% | -1.2% | +1.3% |
| 30D | +11.1% | +25.9% | -14.8% | +3.8% |
| 3M | +8.4% | +15.8% | -7.3% | +3.7% |
| 6M | +7.5% | +48.1% | -40.6% | -4.8% |
| YTD | +15.3% | +22.0% | -6.6% | +7.6% |
| 1Y | +9.7% | +18.0% | -8.3% | +3.4% |
| 3Y | +64.7% | +93.1% | -28.4% | +30.6% |
| 5Y | +57.3% | +52.1% | +5.2% | +32.3% |
| All | +197.9% | +211.7% | -13.8% | +116.2% |
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