+197.9%
WEC vs EFX
+80.5%
+117.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | +2.3% | -0.8% | +3.1% | +2.5% |
| 30D | +11.1% | +25.1% | -14.0% | +6.1% |
| 3M | +8.4% | +1.7% | +6.8% | +7.7% |
| 6M | +7.5% | +18.4% | -10.9% | +3.0% |
| YTD | +15.3% | -12.5% | +27.9% | +16.7% |
| 1Y | +9.7% | -8.1% | +17.8% | +9.7% |
| 3Y | +64.7% | +4.8% | +59.9% | +54.7% |
| 5Y | +57.3% | -30.1% | +87.4% | +59.7% |
| All | +197.9% | +80.5% | +117.4% | +118.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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