+63.3%
WEC vs FIVE
+40.0%
+23.4%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +1.5% | +2.7% | -1.2% | +1.5% |
| 30D | +10.2% | +12.7% | -2.5% | +10.1% |
| 3M | +7.6% | +2.1% | +5.5% | +7.6% |
| 6M | +6.6% | +17.5% | -10.8% | +6.7% |
| YTD | +14.4% | +31.0% | -16.6% | +14.4% |
| 1Y | +8.8% | +67.7% | -58.9% | +8.8% |
| 3Y | +63.3% | +43.4% | +20.0% | +71.8% |
| All | +63.3% | +40.0% | +23.4% | +71.8% |
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