+32.3%
WEC vs FTV
+3.1%
+29.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.8% | +1.2% |
| 7D | +0.8% | -0.4% | +1.2% | +0.9% |
| 30D | +0.3% | -8.3% | +8.7% | +1.7% |
| 3M | -2.9% | -7.4% | +4.5% | -1.9% |
| 6M | -5.9% | -1.2% | -4.7% | -6.0% |
| YTD | +4.1% | +2.7% | +1.5% | +3.1% |
| 1Y | +3.1% | +18.4% | -15.3% | -0.7% |
| 3Y | +40.8% | -2.0% | +42.8% | +39.1% |
| All | +32.3% | +3.1% | +29.2% | +26.6% |
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 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