+3,954.9%
WEC vs NTRS
+7,800.3%
-3,845.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | -0.6% | +1.4% | -1.9% | -0.8% |
| 30D | -2.6% | -0.7% | -2.0% | -2.5% |
| 3M | -6.0% | +11.3% | -17.4% | -7.6% |
| 6M | -5.4% | +35.5% | -41.0% | -9.9% |
| YTD | +2.5% | +40.6% | -38.1% | -3.1% |
| 1Y | -0.7% | +49.2% | -49.9% | -7.0% |
| 3Y | +38.7% | +167.2% | -128.5% | +17.7% |
| 5Y | +31.7% | +94.9% | -63.3% | +15.7% |
| 10Y | +146.5% | +259.5% | -113.0% | +91.8% |
| All | +3,954.9% | +7,800.3% | -3,845.4% | +2,064.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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