+324.9%
WEC vs ALLE
+331.3%
-6.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.9% |
| 7D | +3.2% | 0.0% | +3.2% | +3.2% |
| 30D | +14.7% | +20.6% | -5.9% | +9.0% |
| 3M | +10.2% | +11.4% | -1.2% | +6.9% |
| 6M | +4.5% | +42.5% | -38.1% | -5.5% |
| YTD | +15.1% | +18.9% | -3.8% | +8.8% |
| 1Y | +9.4% | +14.2% | -4.8% | +4.5% |
| 3Y | +56.9% | +90.7% | -33.8% | +28.0% |
| 5Y | +54.4% | +52.5% | +2.0% | +31.9% |
| 10Y | +183.5% | +231.2% | -47.7% | +104.1% |
| All | +324.9% | +331.3% | -6.5% | +191.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling