+340.6%
WEC vs AMBA
+837.3%
-496.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.7% |
| 7D | -0.3% | -11.0% | +10.7% | -0.1% |
| 30D | -1.3% | -23.2% | +21.9% | -0.9% |
| 3M | -3.9% | -12.7% | +8.8% | -3.9% |
| 6M | -8.3% | +11.2% | -19.5% | -8.9% |
| YTD | +3.1% | -11.2% | +14.3% | +2.8% |
| 1Y | +1.9% | -22.5% | +24.5% | +1.8% |
| 3Y | +41.9% | -1.3% | +43.2% | +39.7% |
| 5Y | +30.8% | -54.2% | +84.9% | +29.2% |
| 10Y | +141.9% | -6.1% | +148.0% | +127.5% |
| All | +340.6% | +837.3% | -496.7% | +271.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling