+55.8%
WEC vs FIVE
+18.5%
+37.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | -0.7% | +2.4% | -3.2% | -0.8% |
| 30D | +11.0% | +15.8% | -4.9% | +10.5% |
| 3M | +8.6% | +3.8% | +4.8% | +8.5% |
| 6M | +6.2% | +18.5% | -12.4% | +5.6% |
| YTD | +14.3% | +31.2% | -16.9% | +13.3% |
| 1Y | +8.4% | +61.8% | -53.4% | +6.8% |
| 3Y | +62.9% | +39.9% | +23.0% | +64.1% |
| 5Y | +55.8% | +18.3% | +37.5% | +55.1% |
| All | +55.8% | +18.5% | +37.3% | +55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling