+33.4%
WEC vs AZO
+85.8%
-52.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -0.6% | -3.6% | +3.0% | +0.2% |
| 30D | -2.6% | -5.6% | +2.9% | -1.5% |
| 3M | -6.0% | -6.6% | +0.6% | -4.9% |
| 6M | -5.4% | -22.5% | +17.1% | -0.6% |
| YTD | +2.5% | -15.2% | +17.6% | +5.2% |
| 1Y | -0.7% | -33.9% | +33.2% | +7.9% |
| 3Y | +38.7% | +11.8% | +26.9% | +32.6% |
| All | +33.4% | +85.8% | -52.4% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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