+141.1%
WEC vs AR
+45.1%
+96.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.1% |
| 7D | +0.8% | -1.8% | +2.6% | +0.9% |
| 30D | +0.3% | +12.6% | -12.3% | 0.0% |
| 3M | -2.9% | +10.0% | -12.9% | -3.2% |
| 6M | -5.9% | +0.6% | -6.6% | -6.0% |
| YTD | +4.1% | +13.4% | -9.3% | +3.7% |
| 1Y | +3.1% | +21.7% | -18.6% | +2.4% |
| 3Y | +40.8% | +45.8% | -5.0% | +38.5% |
| 5Y | +31.7% | +144.3% | -112.5% | +28.7% |
| 10Y | +141.1% | +41.8% | +99.3% | +111.9% |
| All | +141.1% | +45.1% | +96.0% | +111.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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