+0.4%
WEC vs IT
-30.7%
+31.1%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.8% | -0.9% |
| 7D | +0.4% | -9.1% | +9.5% | +0.1% |
| 30D | +0.9% | -12.2% | +13.1% | +0.6% |
| 3M | -5.3% | +7.8% | -13.1% | -5.6% |
| 6M | -6.6% | +2.0% | -8.6% | -6.8% |
| YTD | +3.3% | -32.7% | +36.0% | +1.8% |
| All | +0.4% | -30.7% | +31.1% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling