+9.7%
WEC vs IT
-15.8%
+25.6%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.9% |
| 7D | +2.3% | +1.1% | +1.2% | +2.3% |
| 30D | +11.1% | -1.8% | +12.9% | +11.4% |
| 3M | +8.4% | +4.8% | +3.6% | +9.1% |
| 6M | +7.5% | +33.0% | -25.5% | +8.6% |
| YTD | +15.3% | -23.8% | +39.2% | +14.2% |
| 1Y | +9.7% | -16.5% | +26.3% | +7.2% |
| All | +9.7% | -15.8% | +25.6% | +7.2% |
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