+8.4%
WEC vs CAPR
+65.7%
-57.3%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +11.0% |
| 3M | +8.6% | +144.4% | -135.8% | +8.7% |
| 6M | +6.2% | -67.5% | +73.7% | +6.0% |
| YTD | +14.3% | -64.5% | +78.8% | +14.1% |
| 1Y | +8.4% | +74.4% | -66.1% | +8.8% |
| All | +8.4% | +65.7% | -57.3% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling