+54.8%
WEC vs PL
+37.0%
+17.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +14.5% | -13.4% | +1.1% |
| 7D | +0.2% | +10.9% | -10.7% | +0.2% |
| 30D | +12.9% | -16.4% | +29.3% | +13.0% |
| 3M | +9.8% | -39.9% | +49.7% | +10.1% |
| 6M | +6.7% | -63.2% | +69.9% | +7.2% |
| YTD | +14.0% | -27.1% | +41.1% | +13.7% |
| 1Y | +7.3% | +12.2% | -4.8% | +6.6% |
| 3Y | +63.8% | +584.3% | -520.5% | +56.1% |
| 5Y | +54.8% | +37.0% | +17.8% | +49.5% |
| All | +54.8% | +37.0% | +17.8% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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