+31.7%
WEC vs EFX
-37.1%
+68.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.7% |
| 7D | -1.3% | -11.1% | +9.9% | +0.2% |
| 30D | -0.4% | -7.4% | +7.0% | +0.5% |
| 3M | -6.8% | +1.5% | -8.3% | -7.3% |
| 6M | -6.4% | -13.7% | +7.3% | -5.0% |
| YTD | +2.5% | -21.9% | +24.3% | +5.1% |
| 1Y | -0.4% | -30.8% | +30.4% | +4.0% |
| 3Y | +38.5% | -12.4% | +50.9% | +36.2% |
| 5Y | +31.7% | -35.9% | +67.6% | +25.9% |
| All | +31.7% | -37.1% | +68.8% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling