+38.8%
WEC vs BG
+20.1%
+18.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.6% | -0.8% |
| 7D | -1.3% | +3.7% | -5.0% | -1.6% |
| 30D | -0.4% | +12.3% | -12.7% | -1.4% |
| 3M | -6.8% | -2.2% | -4.6% | -6.7% |
| 6M | -6.4% | +5.3% | -11.7% | -7.0% |
| YTD | +2.5% | +42.4% | -39.9% | -0.9% |
| 1Y | -0.4% | +55.2% | -55.6% | -4.5% |
| All | +38.8% | +20.1% | +18.7% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 3y: compounded portfolio wealth divided by compounded BG 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…
3y analysis · Full analysis span regression · 6 months rolling