+919.6%
WEC vs AMP
+2,123.7%
-1,204.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -0.3% | +0.2% | -0.5% | -0.3% |
| 30D | -1.3% | -0.1% | -1.2% | -1.3% |
| 3M | -3.9% | +23.6% | -27.5% | -7.4% |
| 6M | -8.3% | +20.4% | -28.7% | -11.4% |
| YTD | +3.1% | +15.4% | -12.4% | +0.1% |
| 1Y | +1.9% | +11.0% | -9.0% | -0.5% |
| 3Y | +41.9% | +70.5% | -28.6% | +27.3% |
| 5Y | +30.8% | +121.4% | -90.6% | +10.5% |
| 10Y | +141.9% | +575.6% | -433.7% | +59.5% |
| All | +919.6% | +2,123.7% | -1,204.2% | +370.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling