+193.2%
WEC vs AME
+437.3%
-244.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | -0.5% | +1.1% | -1.6% | -0.9% |
| 30D | +12.0% | -4.1% | +16.1% | +12.8% |
| 3M | +11.1% | -6.3% | +17.4% | +12.5% |
| 6M | +6.0% | +3.5% | +2.4% | +4.3% |
| YTD | +14.3% | +17.3% | -3.0% | +8.4% |
| 1Y | +8.0% | +22.0% | -14.0% | +1.3% |
| 3Y | +62.8% | +62.0% | +0.8% | +37.5% |
| 5Y | +55.3% | +78.5% | -23.2% | +25.7% |
| 10Y | +193.2% | +441.6% | -248.5% | +103.3% |
| All | +193.2% | +437.3% | -244.2% | +103.3% |
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