+148.4%
WEC vs ALM
+3,082.3%
-2,933.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.8% |
| 7D | +0.4% | +3.6% | -3.2% | +0.4% |
| 30D | +0.9% | +33.8% | -32.9% | +0.7% |
| 3M | -5.3% | +14.8% | -20.1% | -5.5% |
| 6M | -6.6% | -7.0% | +0.4% | -6.7% |
| YTD | +3.3% | +108.1% | -104.8% | +2.4% |
| 1Y | +2.1% | +313.8% | -311.7% | +0.6% |
| 3Y | +39.6% | +2,227.6% | -2,188.0% | +35.4% |
| 5Y | +31.2% | +956.6% | -925.5% | +27.5% |
| 10Y | +148.4% | +3,082.3% | -2,933.9% | +146.2% |
| All | +148.4% | +3,082.3% | -2,933.9% | +146.2% |
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