+9.4%
WEC vs LUMN
-62.6%
+72.0%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -11.0% | +11.1% | -0.1% |
| 7D | +3.2% | -16.9% | +20.1% | +2.8% |
| 30D | +14.7% | -32.7% | +47.3% | +13.7% |
| 3M | +10.2% | -34.5% | +44.8% | +9.4% |
| 6M | +4.5% | -56.9% | +61.4% | +3.2% |
| YTD | +15.1% | -48.8% | +63.9% | +13.7% |
| 1Y | +9.4% | -63.4% | +72.8% | +6.7% |
| All | +9.4% | -62.6% | +72.0% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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