+359.1%
WEC vs FIVE
+826.1%
-467.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.4% | +0.5% |
| 7D | +3.2% | -1.7% | +4.9% | +3.3% |
| 30D | +14.7% | +14.9% | -0.3% | +13.6% |
| 3M | +10.2% | +7.6% | +2.6% | +9.6% |
| 6M | +4.5% | +6.4% | -1.9% | +3.7% |
| YTD | +15.1% | +28.1% | -13.0% | +12.7% |
| 1Y | +9.4% | +54.7% | -45.3% | +5.7% |
| 3Y | +56.9% | +36.1% | +20.9% | +51.0% |
| 5Y | +54.4% | +14.9% | +39.6% | +48.8% |
| 10Y | +183.5% | +578.8% | -395.4% | +129.3% |
| All | +359.1% | +826.1% | -467.0% | +246.8% |
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