+33.6%
WEC vs FND
-60.2%
+93.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.8% |
| 7D | -0.3% | -5.2% | +5.0% | +0.1% |
| 30D | -1.3% | -19.9% | +18.6% | +0.2% |
| 3M | -3.9% | +2.7% | -6.6% | -4.3% |
| 6M | -8.3% | -21.7% | +13.4% | -7.1% |
| YTD | +3.1% | -17.5% | +20.6% | +3.8% |
| 1Y | +1.9% | -39.3% | +41.2% | +4.8% |
| 3Y | +41.9% | -49.8% | +91.7% | +46.1% |
| All | +33.6% | -60.2% | +93.8% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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