+52.9%
WEC vs COMP
-52.0%
+104.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.9% |
| 7D | +2.3% | 0.0% | +2.3% | +2.3% |
| 30D | +11.1% | +16.6% | -5.5% | +10.5% |
| 3M | +8.4% | -23.5% | +32.0% | +9.1% |
| 6M | +7.5% | +25.7% | -18.2% | +6.5% |
| YTD | +15.3% | -3.4% | +18.7% | +14.8% |
| 1Y | +9.7% | +7.6% | +2.1% | +8.8% |
| 3Y | +64.7% | +423.6% | -358.9% | +52.4% |
| 5Y | +57.3% | -10.6% | +67.9% | +41.1% |
| All | +52.9% | -52.0% | +104.8% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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