+58.2%
WEC vs AMDL
+145.7%
-87.5%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.9% | -11.9% | +0.2% |
| 7D | -0.7% | +103.5% | -104.3% | +0.7% |
| 30D | +11.0% | -18.3% | +29.3% | +11.1% |
| 3M | +8.6% | +20.1% | -11.4% | +9.6% |
| 6M | +6.2% | +15.9% | -9.7% | +7.5% |
| YTD | +14.3% | +303.0% | -288.7% | +18.3% |
| 1Y | +8.4% | +164.0% | -155.6% | +11.6% |
| All | +58.2% | +145.7% | -87.5% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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