+195.2%
WEC vs CAPR
-63.2%
+258.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.7% | +8.7% | 0.0% |
| 7D | -0.7% | +19.1% | -19.8% | -0.7% |
| 30D | +11.0% | +48.8% | -37.9% | +10.9% |
| 3M | +8.6% | +144.4% | -135.8% | +8.6% |
| 6M | +6.2% | -67.5% | +73.7% | +6.1% |
| YTD | +14.3% | -64.5% | +78.8% | +14.2% |
| 1Y | +8.4% | +74.4% | -66.1% | +8.4% |
| 3Y | +62.9% | +265.7% | -202.9% | +62.5% |
| 5Y | +55.8% | +196.0% | -140.1% | +55.5% |
| All | +195.2% | -63.2% | +258.3% | +186.9% |
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