+1,904.9%
WEC vs BG
+1,131.5%
+773.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | -0.3% | +2.8% | -3.1% | -0.6% |
| 30D | -1.3% | +12.0% | -13.3% | -2.8% |
| 3M | -3.9% | -7.7% | +3.8% | -3.1% |
| 6M | -8.3% | +4.5% | -12.8% | -9.1% |
| YTD | +3.1% | +35.7% | -32.6% | -1.3% |
| 1Y | +1.9% | +50.1% | -48.1% | -3.8% |
| 3Y | +41.9% | +12.6% | +29.3% | +37.8% |
| 5Y | +30.8% | +75.4% | -44.6% | +18.5% |
| 10Y | +141.9% | +150.5% | -8.6% | +101.5% |
| All | +1,904.9% | +1,131.5% | +773.4% | +1,396.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling