+4,410.0%
WEC vs AME
+18,777.7%
-14,367.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.2% | -3.1% | +0.4% |
| 7D | +0.2% | -1.5% | +1.7% | +0.4% |
| 30D | +12.9% | -4.2% | +17.1% | +13.5% |
| 3M | +9.8% | -5.9% | +15.7% | +10.7% |
| 6M | +6.7% | +2.8% | +3.9% | +5.8% |
| YTD | +14.0% | +16.6% | -2.6% | +10.3% |
| 1Y | +7.3% | +22.1% | -14.8% | +3.0% |
| 3Y | +63.8% | +64.7% | -0.9% | +47.3% |
| 5Y | +54.8% | +76.6% | -21.8% | +36.9% |
| 10Y | +185.7% | +443.9% | -258.2% | +106.2% |
| All | +4,410.0% | +18,777.7% | -14,367.7% | +2,045.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling