+52.0%
WEC vs IBN
+73.9%
-22.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.4% | -0.3% |
| 7D | +1.4% | +15.8% | -14.4% | -0.3% |
| 30D | +12.8% | +25.1% | -12.3% | +9.9% |
| 3M | +11.2% | +16.0% | -4.7% | +9.2% |
| 6M | +6.6% | +32.8% | -26.2% | +3.1% |
| YTD | +13.8% | +18.0% | -4.2% | +11.4% |
| 1Y | +7.6% | +15.9% | -8.2% | +5.6% |
| 3Y | +62.2% | +57.6% | +4.6% | +51.4% |
| 5Y | +52.0% | +74.7% | -22.7% | +43.0% |
| All | +52.0% | +73.9% | -22.0% | +43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling