+1,144.0%
WEC vs MKTX
+1,445.7%
-301.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +0.8% | +0.4% | +0.4% | +0.8% |
| 30D | +0.3% | +1.0% | -0.6% | +0.2% |
| 3M | -2.9% | +41.3% | -44.2% | -7.3% |
| 6M | -5.9% | -11.3% | +5.4% | -5.2% |
| YTD | +4.1% | -8.6% | +12.7% | +4.5% |
| 1Y | +3.1% | -11.1% | +14.2% | +3.7% |
| 3Y | +40.8% | -24.5% | +65.3% | +42.6% |
| 5Y | +31.7% | -61.4% | +93.1% | +42.4% |
| 10Y | +141.1% | +6.8% | +134.3% | +129.5% |
| All | +1,144.0% | +1,445.7% | -301.6% | +719.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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