+8.4%
WEC vs FDS
+23.2%
-14.9%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +1.0% | 0.0% |
| 7D | -0.7% | -2.6% | +1.9% | -0.7% |
| 30D | +11.0% | +14.1% | -3.1% | +11.2% |
| 3M | +8.6% | +19.8% | -11.2% | +9.0% |
| 6M | +6.2% | +55.0% | -48.8% | +7.7% |
| YTD | +14.3% | +15.9% | -1.6% | +12.9% |
| 1Y | +8.4% | +24.2% | -15.8% | +6.5% |
| All | +8.4% | +23.2% | -14.9% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling