+402.2%
WEC vs INDA
+111.6%
+290.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.4% |
| 7D | +0.8% | -1.0% | +1.8% | +1.0% |
| 30D | +0.3% | -2.5% | +2.9% | +0.9% |
| 3M | -2.9% | +4.0% | -6.9% | -3.9% |
| 6M | -5.9% | -1.8% | -4.1% | -5.7% |
| YTD | +4.1% | -9.2% | +13.3% | +6.2% |
| 1Y | +3.1% | -7.2% | +10.3% | +4.6% |
| 3Y | +40.8% | +9.8% | +30.9% | +36.3% |
| 5Y | +31.7% | +7.5% | +24.2% | +27.5% |
| 10Y | +141.1% | +80.8% | +60.3% | +95.6% |
| All | +402.2% | +111.6% | +290.6% | +286.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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