+2,386.3%
WEC vs IT
+6,105.9%
-3,719.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | -0.3% |
| 7D | -0.3% | -6.0% | +5.8% | +0.2% |
| 30D | -1.3% | 0.0% | -1.3% | -1.4% |
| 3M | -3.9% | +13.1% | -17.0% | -5.4% |
| 6M | -8.3% | +11.7% | -20.0% | -10.0% |
| YTD | +3.1% | -26.1% | +29.2% | +4.6% |
| 1Y | +1.9% | -21.3% | +23.2% | +2.6% |
| 3Y | +41.9% | -46.7% | +88.7% | +46.6% |
| 5Y | +30.8% | -40.5% | +71.3% | +32.9% |
| 10Y | +141.9% | +103.9% | +38.0% | +117.2% |
| All | +2,386.3% | +6,105.9% | -3,719.6% | +1,664.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling