+31.7%
WEC vs AU
+673.1%
-641.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | -0.5% |
| 7D | -1.3% | -7.0% | +5.7% | -0.8% |
| 30D | -0.4% | +7.3% | -7.7% | -1.0% |
| 3M | -6.8% | +33.2% | -40.0% | -9.0% |
| 6M | -6.4% | -0.6% | -5.8% | -6.9% |
| YTD | +2.5% | +26.2% | -23.7% | -0.6% |
| 1Y | -0.4% | +68.3% | -68.7% | -6.2% |
| 3Y | +38.5% | +592.1% | -553.6% | +9.8% |
| 5Y | +31.7% | +685.3% | -653.6% | -0.8% |
| All | +31.7% | +673.1% | -641.4% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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