+173.5%
WEC vs AMBA
-0.9%
+174.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.1% | -8.2% | -2.1% |
| 7D | -0.2% | -7.2% | +7.1% | -0.1% |
| 30D | +12.3% | -10.4% | +22.7% | +12.4% |
| 3M | +8.3% | -30.1% | +38.4% | +8.7% |
| 6M | +3.5% | -22.4% | +25.9% | +3.5% |
| YTD | +12.7% | -17.3% | +30.1% | +12.5% |
| 1Y | +8.2% | -35.4% | +43.6% | +8.4% |
| 3Y | +55.9% | +18.6% | +37.3% | +51.9% |
| 5Y | +51.2% | -69.8% | +121.1% | +50.9% |
| All | +173.5% | -0.9% | +174.4% | +147.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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