+2,259.6%
WEC vs FDS
+10,266.7%
-8,007.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +1.4% | -2.0% | +3.4% | +1.7% |
| 30D | +12.8% | +13.5% | -0.7% | +11.0% |
| 3M | +11.2% | +15.2% | -3.9% | +9.0% |
| 6M | +6.6% | +47.0% | -40.4% | +0.7% |
| YTD | +13.8% | +13.9% | -0.1% | +10.5% |
| 1Y | +7.6% | +25.2% | -17.5% | +3.0% |
| 3Y | +62.2% | -25.3% | +87.6% | +65.4% |
| 5Y | +52.0% | -23.3% | +75.3% | +53.6% |
| 10Y | +189.4% | +126.0% | +63.4% | +155.5% |
| All | +2,259.6% | +10,266.7% | -8,007.1% | +1,565.3% |
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