+55.3%
WEC vs ALLE
+54.3%
+1.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | +0.2% |
| 7D | -0.5% | -0.8% | +0.3% | -0.4% |
| 30D | +12.0% | +27.4% | -15.4% | +6.0% |
| 3M | +11.1% | +13.8% | -2.8% | +7.7% |
| 6M | +6.0% | +45.5% | -39.5% | -3.1% |
| YTD | +14.3% | +21.4% | -7.1% | +8.5% |
| 1Y | +8.0% | +15.4% | -7.4% | +3.8% |
| 3Y | +62.8% | +91.7% | -28.9% | +36.0% |
| 5Y | +55.3% | +54.5% | +0.8% | +34.6% |
| All | +55.3% | +54.3% | +1.0% | +34.6% |
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