+50.9%
WEC vs COMP
-53.0%
+103.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.4% | +7.3% | +0.1% |
| 7D | +1.4% | +7.2% | -5.8% | +1.2% |
| 30D | +12.8% | +6.4% | +6.4% | +12.5% |
| 3M | +11.2% | -19.4% | +30.7% | +11.7% |
| 6M | +6.6% | +14.6% | -8.0% | +5.9% |
| YTD | +13.8% | -5.5% | +19.3% | +13.4% |
| 1Y | +7.6% | +13.7% | -6.0% | +6.5% |
| 3Y | +62.2% | +409.7% | -347.5% | +50.2% |
| 5Y | +52.0% | -17.0% | +69.0% | +36.1% |
| All | +50.9% | -53.0% | +103.8% | +33.6% |
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