+7.8%
WEC vs COMP
+25.5%
-17.7%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.7% | -4.6% | +1.2% |
| 7D | +0.2% | +14.5% | -14.3% | +0.5% |
| 30D | +12.9% | +14.9% | -2.0% | +13.2% |
| 3M | +9.8% | -14.2% | +24.0% | +9.3% |
| 6M | +6.7% | +23.7% | -17.0% | +7.3% |
| YTD | +14.0% | +2.1% | +11.9% | +13.7% |
| All | +7.8% | +25.5% | -17.7% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling