+54.1%
WEC vs EFX
-30.1%
+84.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | +2.3% | -0.8% | +3.1% | +2.4% |
| 30D | +11.1% | +25.1% | -14.0% | +7.6% |
| 3M | +8.4% | +1.7% | +6.8% | +7.9% |
| 6M | +7.5% | +18.4% | -10.9% | +4.4% |
| YTD | +15.3% | -12.5% | +27.9% | +16.5% |
| 1Y | +9.7% | -8.1% | +17.8% | +9.8% |
| 3Y | +64.7% | +4.8% | +59.9% | +56.8% |
| All | +54.1% | -30.1% | +84.3% | +49.4% |
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