+55.9%
WEC vs ALM
+825.4%
-769.5%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.2% | -2.1% |
| 7D | -0.2% | -6.7% | +6.5% | -0.1% |
| 30D | +12.3% | -32.9% | +45.2% | +12.7% |
| 3M | +8.3% | -39.5% | +47.7% | +8.6% |
| 6M | +3.5% | -62.0% | +65.4% | +4.2% |
| YTD | +12.7% | -7.8% | +20.6% | +12.1% |
| 1Y | +8.2% | +26.7% | -18.5% | +7.2% |
| 3Y | +55.9% | +825.4% | -769.5% | +54.4% |
| All | +55.9% | +825.4% | -769.5% | +54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling