+54.5%
WEC vs ARWR
-28.9%
+83.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.1% |
| 7D | -0.2% | -2.9% | +2.7% | -0.1% |
| 30D | +12.3% | -5.4% | +17.7% | +12.4% |
| 3M | +8.3% | -32.2% | +40.5% | +9.3% |
| 6M | +3.5% | -26.5% | +30.0% | +4.1% |
| YTD | +12.7% | -12.4% | +25.1% | +12.8% |
| 1Y | +8.2% | +46.9% | -38.7% | +6.4% |
| 3Y | +55.9% | +116.0% | -60.1% | +49.2% |
| All | +54.5% | -28.9% | +83.4% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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