+64.7%
WEC vs RUN
-7.3%
+72.0%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.9% |
| 7D | +2.3% | -13.5% | +15.9% | +2.6% |
| 30D | +11.1% | +18.3% | -7.2% | +10.7% |
| 3M | +8.4% | -12.5% | +20.9% | +8.6% |
| 6M | +7.5% | -40.3% | +47.8% | +8.2% |
| YTD | +15.3% | -53.1% | +68.4% | +16.2% |
| 1Y | +9.7% | -54.3% | +64.0% | +10.6% |
| 3Y | +64.7% | -6.5% | +71.2% | +49.4% |
| All | +64.7% | -7.3% | +72.0% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 3y: compounded portfolio wealth divided by compounded RUN 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…
3y analysis · Full analysis span regression · 6 months rolling