+31.2%
WEC vs EFV
+95.4%
-64.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.6% |
| 7D | +0.4% | -0.5% | +0.9% | +0.6% |
| 30D | +0.9% | 0.0% | +0.9% | +0.9% |
| 3M | -5.3% | +8.4% | -13.7% | -7.9% |
| 6M | -6.6% | +12.3% | -18.9% | -10.4% |
| YTD | +3.3% | +17.4% | -14.1% | -2.6% |
| 1Y | +2.1% | +27.1% | -25.1% | -6.5% |
| 3Y | +39.6% | +90.7% | -51.1% | +9.2% |
| 5Y | +31.2% | +95.6% | -64.5% | -3.5% |
| All | +31.2% | +95.4% | -64.2% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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