+40.8%
WEC vs IBN
+29.3%
+11.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +1.2% |
| 7D | +0.8% | -2.2% | +3.0% | +1.0% |
| 30D | +0.3% | -2.3% | +2.6% | +0.5% |
| 3M | -2.9% | +15.9% | -18.8% | -4.1% |
| 6M | -5.9% | +5.6% | -11.5% | -6.4% |
| YTD | +4.1% | -0.1% | +4.2% | +4.0% |
| 1Y | +3.1% | -6.5% | +9.7% | +3.6% |
| 3Y | +40.8% | +29.3% | +11.5% | +34.7% |
| All | +40.8% | +29.3% | +11.5% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 3y: compounded portfolio wealth divided by compounded IBN 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…
3y analysis · Full analysis span regression · 6 months rolling