+57.8%
WEC vs ALLE
+51.3%
+6.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.8% |
| 7D | +3.2% | 0.0% | +3.2% | +3.2% |
| 30D | +14.7% | +20.6% | -5.9% | +9.8% |
| 3M | +10.2% | +11.4% | -1.2% | +7.4% |
| 6M | +4.5% | +42.5% | -38.1% | -4.0% |
| YTD | +15.1% | +18.9% | -3.8% | +9.8% |
| 1Y | +9.4% | +14.2% | -4.8% | +5.4% |
| 3Y | +56.9% | +90.7% | -33.8% | +31.1% |
| All | +57.8% | +51.3% | +6.5% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling