+148.4%
WEC vs AME
+425.2%
-276.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | +0.4% | +1.3% | -0.9% | +0.1% |
| 30D | +0.9% | -6.6% | +7.5% | +2.6% |
| 3M | -5.3% | +3.0% | -8.3% | -6.3% |
| 6M | -6.6% | +5.3% | -11.9% | -8.2% |
| YTD | +3.3% | +15.4% | -12.2% | -1.2% |
| 1Y | +2.1% | +26.8% | -24.8% | -5.0% |
| 3Y | +39.6% | +56.5% | -16.9% | +19.8% |
| 5Y | +31.2% | +85.2% | -54.1% | +5.5% |
| 10Y | +148.4% | +428.5% | -280.1% | +75.3% |
| All | +148.4% | +425.2% | -276.8% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling