+3,954.9%
WEC vs LUMN
+156.1%
+3,798.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.2% |
| 7D | -0.6% | +2.5% | -3.1% | -0.8% |
| 30D | -2.6% | +10.3% | -13.0% | -3.5% |
| 3M | -6.0% | -18.3% | +12.2% | -4.8% |
| 6M | -5.4% | +4.4% | -9.8% | -6.8% |
| YTD | +2.5% | -10.7% | +13.1% | +1.5% |
| 1Y | -0.7% | +14.0% | -14.7% | -4.9% |
| 3Y | +38.7% | +406.6% | -367.8% | -1.3% |
| 5Y | +31.7% | -36.8% | +68.5% | +21.8% |
| 10Y | +146.5% | -56.2% | +202.7% | +125.0% |
| All | +3,954.9% | +156.1% | +3,798.8% | +2,686.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling