+54.4%
WEC vs COMP
-28.0%
+82.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.2% | +8.3% | +0.4% |
| 7D | +3.2% | -1.8% | +5.0% | +3.3% |
| 30D | +14.7% | -0.8% | +15.4% | +14.6% |
| 3M | +10.2% | -28.1% | +38.4% | +11.2% |
| 6M | +4.5% | +27.0% | -22.5% | +3.2% |
| YTD | +15.1% | -12.8% | +27.9% | +14.9% |
| 1Y | +9.4% | +4.9% | +4.5% | +8.4% |
| 3Y | +56.9% | +321.0% | -264.1% | +44.6% |
| 5Y | +54.4% | -25.6% | +80.0% | +39.3% |
| All | +54.4% | -28.0% | +82.4% | +39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling