+54.1%
WEC vs M
-3.3%
+57.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.9% |
| 7D | +2.3% | +7.0% | -4.7% | +2.2% |
| 30D | +11.1% | +8.9% | +2.2% | +10.8% |
| 3M | +8.4% | +4.5% | +4.0% | +8.3% |
| 6M | +7.5% | +36.2% | -28.7% | +6.8% |
| YTD | +15.3% | +15.1% | +0.2% | +14.9% |
| 1Y | +9.7% | +27.4% | -17.7% | +9.0% |
| 3Y | +64.7% | +160.1% | -95.5% | +60.6% |
| All | +54.1% | -3.3% | +57.4% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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