+31.7%
WEC vs FDS
-20.4%
+52.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.3% | +5.3% | +1.6% |
| 7D | +0.8% | -5.4% | +6.2% | +1.5% |
| 30D | +0.3% | +1.6% | -1.2% | 0.0% |
| 3M | -2.9% | +17.7% | -20.7% | -5.3% |
| 6M | -5.9% | +29.1% | -35.0% | -9.8% |
| YTD | +4.1% | +1.0% | +3.2% | +4.2% |
| 1Y | +3.1% | -21.6% | +24.8% | +9.1% |
| 3Y | +40.8% | -30.1% | +70.9% | +51.9% |
| 5Y | +31.7% | -20.7% | +52.4% | +34.0% |
| All | +31.7% | -20.4% | +52.1% | +34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling