+185.7%
WEC vs FIVE
+596.6%
-410.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.6% | -4.5% | +0.7% |
| 7D | +0.2% | +6.2% | -6.0% | -0.2% |
| 30D | +12.9% | +18.2% | -5.2% | +11.6% |
| 3M | +9.8% | +3.8% | +6.0% | +9.4% |
| 6M | +6.7% | +13.7% | -7.0% | +5.5% |
| YTD | +14.0% | +34.7% | -20.8% | +11.1% |
| 1Y | +7.3% | +66.6% | -59.3% | +3.0% |
| 3Y | +63.8% | +44.3% | +19.5% | +57.5% |
| 5Y | +54.8% | +18.8% | +36.0% | +49.6% |
| 10Y | +185.7% | +569.2% | -383.5% | +143.3% |
| All | +185.7% | +596.6% | -410.9% | +143.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling