+392.1%
WEC vs AMBA
+722.2%
-330.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.4% | +9.6% | +0.3% |
| 7D | +3.2% | -14.6% | +17.8% | +3.4% |
| 30D | +14.7% | -18.8% | +33.5% | +14.9% |
| 3M | +10.2% | -32.6% | +42.8% | +10.8% |
| 6M | +4.5% | -25.8% | +30.3% | +4.6% |
| YTD | +15.1% | -22.1% | +37.2% | +15.0% |
| 1Y | +9.4% | -36.2% | +45.6% | +9.6% |
| 3Y | +56.9% | +10.0% | +46.9% | +53.6% |
| 5Y | +54.4% | -71.6% | +126.0% | +54.4% |
| 10Y | +183.5% | -4.7% | +188.2% | +166.1% |
| All | +392.1% | +722.2% | -330.1% | +315.1% |
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