+2,036.4%
WEC vs FDS
+9,502.8%
-7,466.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | -0.3% |
| 7D | -0.3% | -1.9% | +1.6% | 0.0% |
| 30D | -1.3% | +9.0% | -10.3% | -2.4% |
| 3M | -3.9% | +18.9% | -22.8% | -6.4% |
| 6M | -8.3% | +35.1% | -43.4% | -12.5% |
| YTD | +3.1% | +5.5% | -2.4% | +1.2% |
| 1Y | +1.9% | -16.8% | +18.7% | +2.9% |
| 3Y | +41.9% | -28.1% | +70.0% | +45.6% |
| 5Y | +30.8% | -17.4% | +48.2% | +31.2% |
| 10Y | +141.9% | +85.4% | +56.5% | +118.7% |
| All | +2,036.4% | +9,502.8% | -7,466.5% | +1,425.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling