+3.1%
WEC vs ALM
+347.8%
-344.6%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.8% | -7.8% | +1.0% |
| 7D | +0.8% | +8.4% | -7.6% | +0.7% |
| 30D | +0.3% | +34.8% | -34.5% | 0.0% |
| 3M | -2.9% | +16.2% | -19.2% | -3.2% |
| 6M | -5.9% | +2.1% | -8.1% | -6.2% |
| YTD | +4.1% | +117.0% | -112.9% | +1.4% |
| 1Y | +3.1% | +313.9% | -310.7% | -3.9% |
| All | +3.1% | +347.8% | -344.6% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling