+185.7%
WEC vs ALM
+2,221.4%
-2,035.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.1% | -7.0% | +1.0% |
| 7D | +0.2% | +0.7% | -0.5% | +0.2% |
| 30D | +12.9% | -26.1% | +39.0% | +13.2% |
| 3M | +9.8% | -38.1% | +47.9% | +10.1% |
| 6M | +6.7% | -55.4% | +62.1% | +7.2% |
| YTD | +14.0% | -0.4% | +14.4% | +13.6% |
| 1Y | +7.3% | +25.4% | -18.0% | +6.7% |
| 3Y | +63.8% | +907.8% | -844.0% | +59.6% |
| 5Y | +54.8% | +440.2% | -385.4% | +50.9% |
| 10Y | +185.7% | +2,031.1% | -1,845.4% | +176.0% |
| All | +185.7% | +2,221.4% | -2,035.7% | +176.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling