+2,523.5%
WEC vs IBN
+1,532.9%
+990.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -0.3% | +1.4% | -1.7% | -0.4% |
| 30D | -1.3% | -0.3% | -1.0% | -1.3% |
| 3M | -3.9% | +17.1% | -21.0% | -5.4% |
| 6M | -8.3% | +3.4% | -11.7% | -8.7% |
| YTD | +3.1% | +2.5% | +0.5% | +2.6% |
| 1Y | +1.9% | -4.2% | +6.1% | +2.1% |
| 3Y | +41.9% | +32.4% | +9.5% | +37.2% |
| 5Y | +30.8% | +59.2% | -28.4% | +23.5% |
| 10Y | +141.9% | +345.7% | -203.8% | +101.3% |
| All | +2,523.5% | +1,532.9% | +990.6% | +1,706.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling