+33.6%
WEC vs AMBA
-54.5%
+88.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.7% |
| 7D | -0.3% | -11.0% | +10.7% | -0.3% |
| 30D | -1.3% | -23.2% | +21.9% | -1.4% |
| 3M | -3.9% | -12.7% | +8.8% | -4.0% |
| 6M | -8.3% | +11.2% | -19.5% | -8.5% |
| YTD | +3.1% | -11.2% | +14.3% | +3.0% |
| 1Y | +1.9% | -22.5% | +24.5% | +1.9% |
| 3Y | +41.9% | -1.3% | +43.2% | +40.1% |
| All | +33.6% | -54.5% | +88.1% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling