+33.4%
WEC vs ITOT
+74.3%
-40.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.2% |
| 7D | -0.6% | -0.9% | +0.3% | -0.4% |
| 30D | -2.6% | -1.5% | -1.2% | -2.3% |
| 3M | -6.0% | +3.6% | -9.6% | -6.9% |
| 6M | -5.4% | +13.7% | -19.1% | -8.7% |
| YTD | +2.5% | +12.9% | -10.5% | -1.0% |
| 1Y | -0.7% | +17.2% | -17.9% | -5.1% |
| 3Y | +38.7% | +75.6% | -36.9% | +14.1% |
| All | +33.4% | +74.3% | -40.9% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 5y: compounded portfolio wealth divided by compounded ITOT 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…
5y analysis · Full analysis span regression · 6 months rolling