+59.2%
WEC vs FIVE
+35.4%
+23.8%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.4% | +0.2% |
| 7D | +3.2% | -1.7% | +4.9% | +3.2% |
| 30D | +14.7% | +14.9% | -0.3% | +14.6% |
| 3M | +10.2% | +7.6% | +2.6% | +10.3% |
| 6M | +4.5% | +6.4% | -1.9% | +4.5% |
| YTD | +15.1% | +28.1% | -13.0% | +15.1% |
| 1Y | +9.4% | +54.7% | -45.3% | +9.4% |
| All | +59.2% | +35.4% | +23.8% | +67.8% |
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