+2,646.1%
WEC vs IT
+6,189.1%
-3,543.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | +1.4% | -7.5% | +8.9% | +2.1% |
| 30D | +12.8% | -1.2% | +14.0% | +12.8% |
| 3M | +11.2% | -2.2% | +13.4% | +11.1% |
| 6M | +6.6% | +19.1% | -12.5% | +4.0% |
| YTD | +13.8% | -25.1% | +38.9% | +15.1% |
| 1Y | +7.6% | -17.4% | +25.0% | +7.8% |
| 3Y | +62.2% | -54.1% | +116.3% | +69.7% |
| 5Y | +52.0% | -42.7% | +94.6% | +54.6% |
| 10Y | +189.4% | +88.1% | +101.2% | +160.9% |
| All | +2,646.1% | +6,189.1% | -3,543.0% | +1,841.6% |
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