+33.4%
WEC vs BG
+81.8%
-48.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.2% |
| 7D | -0.6% | +3.1% | -3.7% | -0.9% |
| 30D | -2.6% | +10.2% | -12.9% | -3.6% |
| 3M | -6.0% | -1.7% | -4.4% | -6.0% |
| 6M | -5.4% | +1.0% | -6.4% | -5.8% |
| YTD | +2.5% | +39.9% | -37.4% | -1.4% |
| 1Y | -0.7% | +53.2% | -53.9% | -5.5% |
| 3Y | +38.7% | +16.3% | +22.5% | +35.4% |
| All | +33.4% | +81.8% | -48.4% | +31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling