+311.1%
WEC vs FIVE
+868.1%
-557.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.1% | -5.8% | -1.0% |
| 7D | -0.3% | +4.3% | -4.5% | -0.5% |
| 30D | -1.3% | +12.5% | -13.8% | -2.1% |
| 3M | -3.9% | +31.2% | -35.2% | -5.7% |
| 6M | -8.3% | +14.4% | -22.7% | -9.4% |
| YTD | +3.1% | +33.9% | -30.8% | +0.7% |
| 1Y | +1.9% | +65.1% | -63.1% | -2.0% |
| 3Y | +41.9% | +49.0% | -7.1% | +35.7% |
| 5Y | +30.8% | +30.3% | +0.5% | +24.6% |
| 10Y | +141.9% | +481.1% | -339.2% | +97.4% |
| All | +311.1% | +868.1% | -557.0% | +209.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling