+4.5%
WEC vs AMBA
-23.4%
+27.8%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.4% | +9.6% | -0.5% |
| 7D | +3.2% | -14.6% | +17.8% | +2.1% |
| 30D | +14.7% | -18.8% | +33.5% | +13.2% |
| 3M | +10.2% | -32.6% | +42.8% | +7.7% |
| 6M | +4.5% | -25.8% | +30.3% | +3.6% |
| All | +4.5% | -23.4% | +27.8% | +3.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling