+31.7%
WEC vs ET
+241.7%
-210.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -1.3% | +1.4% | -2.6% | -1.4% |
| 30D | -0.4% | +4.6% | -5.0% | -1.0% |
| 3M | -6.8% | +16.0% | -22.8% | -8.6% |
| 6M | -6.4% | +22.8% | -29.2% | -8.8% |
| YTD | +2.5% | +38.9% | -36.4% | -1.6% |
| 1Y | -0.4% | +34.1% | -34.5% | -4.1% |
| 3Y | +38.5% | +98.8% | -60.3% | +25.3% |
| 5Y | +31.7% | +246.8% | -215.1% | +17.1% |
| All | +31.7% | +241.7% | -210.0% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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