+142.1%
WEC vs EFX
+41.8%
+100.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.7% |
| 7D | -1.3% | -11.1% | +9.9% | +1.0% |
| 30D | -0.4% | -7.4% | +7.0% | +1.0% |
| 3M | -6.8% | +1.5% | -8.3% | -7.6% |
| 6M | -6.4% | -13.7% | +7.3% | -4.4% |
| YTD | +2.5% | -21.9% | +24.3% | +6.3% |
| 1Y | -0.4% | -30.8% | +30.4% | +5.9% |
| 3Y | +38.5% | -12.4% | +50.9% | +35.4% |
| 5Y | +31.7% | -35.9% | +67.6% | +35.7% |
| All | +142.1% | +41.8% | +100.3% | +89.2% |
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