+142.0%
WEC vs FTV
+80.7%
+61.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -0.6% | -4.0% | +3.4% | +0.2% |
| 30D | -2.6% | -11.0% | +8.4% | -0.4% |
| 3M | -6.0% | -8.4% | +2.4% | -4.5% |
| 6M | -5.4% | -2.6% | -2.9% | -5.3% |
| YTD | +2.5% | -0.6% | +3.1% | +1.9% |
| 1Y | -0.7% | +11.0% | -11.7% | -3.7% |
| 3Y | +38.7% | -6.3% | +45.1% | +37.7% |
| 5Y | +31.7% | -1.5% | +33.2% | +27.4% |
| All | +142.0% | +80.7% | +61.3% | +92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling