+31.7%
WEC vs AMP
+118.7%
-87.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -1.3% | -2.0% | +0.8% | -1.0% |
| 30D | -0.4% | -1.7% | +1.3% | -0.2% |
| 3M | -6.8% | +23.2% | -30.0% | -9.0% |
| 6M | -6.4% | +22.2% | -28.6% | -8.6% |
| YTD | +2.5% | +14.0% | -11.5% | +0.7% |
| 1Y | -0.4% | +14.0% | -14.4% | -2.2% |
| 3Y | +38.5% | +67.0% | -28.5% | +26.6% |
| 5Y | +31.7% | +123.2% | -91.5% | +17.1% |
| All | +31.7% | +118.7% | -87.0% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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