+321.8%
WEC vs ALLE
+340.4%
-18.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | +0.2% |
| 7D | -0.5% | -0.8% | +0.3% | -0.3% |
| 30D | +12.0% | +27.4% | -15.4% | +4.9% |
| 3M | +11.1% | +13.8% | -2.8% | +7.1% |
| 6M | +6.0% | +45.5% | -39.5% | -4.7% |
| YTD | +14.3% | +21.4% | -7.1% | +7.4% |
| 1Y | +8.0% | +15.4% | -7.4% | +2.9% |
| 3Y | +62.8% | +91.7% | -28.9% | +32.7% |
| 5Y | +55.3% | +54.5% | +0.8% | +32.2% |
| 10Y | +193.2% | +210.5% | -17.4% | +112.5% |
| All | +321.8% | +340.4% | -18.6% | +188.0% |
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