+185.7%
WEC vs CAPR
-64.9%
+250.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +9.4% | -8.3% | +1.1% |
| 7D | +0.2% | +36.0% | -35.8% | +0.2% |
| 30D | +12.9% | +25.8% | -12.9% | +12.9% |
| 3M | +9.8% | +140.8% | -131.0% | +9.7% |
| 6M | +6.7% | -67.6% | +74.3% | +6.7% |
| YTD | +14.0% | -65.9% | +79.8% | +13.9% |
| 1Y | +7.3% | +66.1% | -58.8% | +7.4% |
| 3Y | +63.8% | +256.9% | -193.1% | +63.5% |
| 5Y | +54.8% | +172.1% | -117.3% | +54.5% |
| 10Y | +185.7% | -64.7% | +250.4% | +176.6% |
| All | +185.7% | -64.9% | +250.7% | +176.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling