+55.3%
WEC vs FTV
+17.2%
+38.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -0.5% | -0.7% | +0.1% | -0.5% |
| 30D | +12.0% | +18.3% | -6.4% | +9.0% |
| 3M | +11.1% | +10.2% | +0.9% | +9.3% |
| 6M | +6.0% | +12.8% | -6.8% | +3.8% |
| YTD | +14.3% | +23.4% | -9.1% | +9.9% |
| 1Y | +8.0% | +31.4% | -23.5% | +2.7% |
| 3Y | +62.8% | +38.7% | +24.2% | +49.4% |
| 5Y | +55.3% | +18.6% | +36.7% | +51.0% |
| All | +55.3% | +17.2% | +38.1% | +51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling