+2,445.8%
WEC vs ARWR
-97.0%
+2,542.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -0.3% | +1.7% | -1.9% | -0.3% |
| 30D | -1.3% | -0.7% | -0.6% | -1.3% |
| 3M | -3.9% | +14.9% | -18.8% | -3.9% |
| 6M | -8.3% | +32.6% | -40.9% | -8.4% |
| YTD | +3.1% | +30.0% | -27.0% | +3.0% |
| 1Y | +1.9% | +208.4% | -206.4% | +1.8% |
| 3Y | +41.9% | +208.8% | -166.9% | +41.6% |
| 5Y | +30.8% | +27.8% | +3.0% | +30.5% |
| 10Y | +141.9% | +1,107.6% | -965.6% | +140.5% |
| All | +2,445.8% | -97.0% | +2,542.9% | +2,270.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling