+43.8%
WEC vs FIVE
+50.0%
-6.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.1% | -5.8% | -0.7% |
| 7D | -0.3% | +4.3% | -4.5% | -0.3% |
| 30D | -1.3% | +12.5% | -13.8% | -1.3% |
| 3M | -3.9% | +31.2% | -35.2% | -4.0% |
| 6M | -8.3% | +14.4% | -22.7% | -8.3% |
| YTD | +3.1% | +33.9% | -30.8% | +3.0% |
| 1Y | +1.9% | +65.1% | -63.1% | +1.7% |
| All | +43.8% | +50.0% | -6.2% | +49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling