+64.7%
WEC vs ALLE
+94.0%
-29.3%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.7% |
| 7D | +2.3% | +3.6% | -1.2% | +1.7% |
| 30D | +11.1% | +25.9% | -14.8% | +6.5% |
| 3M | +8.4% | +15.8% | -7.3% | +5.4% |
| 6M | +7.5% | +48.1% | -40.6% | -0.3% |
| YTD | +15.3% | +22.0% | -6.6% | +10.4% |
| 1Y | +9.7% | +18.0% | -8.3% | +5.8% |
| 3Y | +64.7% | +93.1% | -28.4% | +49.1% |
| All | +64.7% | +94.0% | -29.3% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling