+719.7%
WEC vs CAPR
-99.1%
+818.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.7% |
| 7D | -0.3% | -2.0% | +1.7% | -0.3% |
| 30D | -1.3% | +139.2% | -140.5% | -1.4% |
| 3M | -3.9% | -66.4% | +62.4% | -3.9% |
| 6M | -8.3% | -63.1% | +54.8% | -8.3% |
| YTD | +3.1% | -67.4% | +70.5% | +3.0% |
| 1Y | +1.9% | +58.2% | -56.3% | +1.8% |
| 3Y | +41.9% | +42.2% | -0.3% | +41.5% |
| 5Y | +30.8% | +87.3% | -56.5% | +30.3% |
| 10Y | +141.9% | -75.3% | +217.2% | +139.0% |
| All | +719.7% | -99.1% | +818.8% | +692.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling