+141.1%
WEC vs IBB
+122.6%
+18.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.2% | +1.5% |
| 7D | +0.8% | -1.7% | +2.5% | +1.1% |
| 30D | +0.3% | +4.9% | -4.5% | -0.8% |
| 3M | -2.9% | +24.2% | -27.2% | -7.4% |
| 6M | -5.9% | +23.8% | -29.8% | -10.4% |
| YTD | +4.1% | +23.0% | -18.8% | -0.7% |
| 1Y | +3.1% | +46.2% | -43.0% | -5.4% |
| 3Y | +40.8% | +64.8% | -24.0% | +24.7% |
| 5Y | +31.7% | +20.9% | +10.8% | +23.5% |
| 10Y | +141.1% | +121.6% | +19.5% | +104.0% |
| All | +141.1% | +122.6% | +18.4% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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