+51.0%
WEC vs COMP
-49.2%
+100.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.7% | -4.6% | +1.0% |
| 7D | +0.2% | +14.5% | -14.3% | -0.2% |
| 30D | +12.9% | +14.9% | -2.0% | +12.4% |
| 3M | +9.8% | -14.2% | +24.0% | +10.1% |
| 6M | +6.7% | +23.7% | -17.0% | +5.8% |
| YTD | +14.0% | +2.1% | +11.9% | +13.3% |
| 1Y | +7.3% | +26.2% | -18.9% | +5.9% |
| 3Y | +63.8% | +470.9% | -407.1% | +51.2% |
| 5Y | +54.8% | -14.0% | +68.8% | +38.1% |
| All | +51.0% | -49.2% | +100.3% | +33.5% |
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