+57.8%
WEC vs CAPR
+131.8%
-74.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +0.2% |
| 7D | +3.2% | +29.7% | -26.5% | +3.2% |
| 30D | +14.7% | +11.0% | +3.7% | +14.7% |
| 3M | +10.2% | +118.8% | -108.6% | +10.2% |
| 6M | +4.5% | -73.9% | +78.4% | +4.3% |
| YTD | +15.1% | -70.2% | +85.3% | +15.0% |
| 1Y | +9.4% | +38.3% | -28.9% | +9.7% |
| 3Y | +56.9% | +199.7% | -142.7% | +56.1% |
| All | +57.8% | +131.8% | -74.0% | +56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling