+280.4%
WEC vs ALLE
+260.9%
+19.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.0% |
| 7D | -0.3% | -0.2% | 0.0% | -0.2% |
| 30D | -1.3% | -6.8% | +5.5% | +0.5% |
| 3M | -3.9% | +21.0% | -25.0% | -9.1% |
| 6M | -8.3% | +1.1% | -9.4% | -9.1% |
| YTD | +3.1% | -0.5% | +3.6% | +2.3% |
| 1Y | +1.9% | -7.3% | +9.2% | +3.0% |
| 3Y | +41.9% | +42.3% | -0.3% | +25.6% |
| 5Y | +30.8% | +13.5% | +17.3% | +21.2% |
| 10Y | +141.9% | +144.0% | -2.1% | +86.1% |
| All | +280.4% | +260.9% | +19.5% | +174.3% |
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