+139.7%
WEC vs ALLE
+145.7%
-6.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.0% |
| 7D | -0.3% | -0.2% | 0.0% | -0.2% |
| 30D | -1.3% | -6.8% | +5.5% | +0.7% |
| 3M | -3.9% | +21.0% | -25.0% | -9.6% |
| 6M | -8.3% | +1.1% | -9.4% | -9.2% |
| YTD | +3.1% | -0.5% | +3.6% | +2.2% |
| 1Y | +1.9% | -7.3% | +9.2% | +3.1% |
| 3Y | +41.9% | +42.3% | -0.3% | +23.7% |
| 5Y | +30.8% | +13.5% | +17.3% | +20.5% |
| All | +139.7% | +145.7% | -6.0% | +81.8% |
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