+141.1%
WEC vs CAPR
-77.1%
+218.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.6% | +4.7% | +1.1% |
| 7D | +0.8% | -9.5% | +10.3% | +0.8% |
| 30D | +0.3% | +121.5% | -121.2% | +0.3% |
| 3M | -2.9% | -65.4% | +62.4% | -3.0% |
| 6M | -5.9% | -67.5% | +61.6% | -6.0% |
| YTD | +4.1% | -68.6% | +72.8% | +4.1% |
| 1Y | +3.1% | +42.7% | -39.5% | +3.1% |
| 3Y | +40.8% | +43.4% | -2.6% | +40.5% |
| 5Y | +31.7% | +86.0% | -54.3% | +31.4% |
| 10Y | +141.1% | -77.4% | +218.5% | +138.3% |
| All | +141.1% | -77.1% | +218.2% | +138.3% |
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