+360.5%
WEC vs AMCR
+102.7%
+257.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.4% |
| 7D | +0.8% | -1.8% | +2.6% | +1.1% |
| 30D | +0.3% | -6.0% | +6.4% | +1.4% |
| 3M | -2.9% | +18.9% | -21.9% | -6.3% |
| 6M | -5.9% | +5.7% | -11.6% | -7.4% |
| YTD | +4.1% | +11.1% | -6.9% | +1.2% |
| 1Y | +3.1% | +14.4% | -11.3% | -0.5% |
| 3Y | +40.8% | +13.0% | +27.8% | +35.2% |
| 5Y | +31.7% | -7.5% | +39.2% | +30.8% |
| 10Y | +141.1% | +20.1% | +121.0% | +123.2% |
| All | +360.5% | +102.7% | +257.7% | +320.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling