+33.6%
WEC vs FIVE
+31.2%
+2.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.1% | -5.8% | -0.8% |
| 7D | -0.3% | +4.3% | -4.5% | -0.4% |
| 30D | -1.3% | +12.5% | -13.8% | -1.6% |
| 3M | -3.9% | +31.2% | -35.2% | -4.6% |
| 6M | -8.3% | +14.4% | -22.7% | -8.7% |
| YTD | +3.1% | +33.9% | -30.8% | +2.2% |
| 1Y | +1.9% | +65.1% | -63.1% | +0.4% |
| 3Y | +41.9% | +49.0% | -7.1% | +42.3% |
| All | +33.6% | +31.2% | +2.4% | +30.6% |
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