+40.8%
WEC vs RUN
-35.6%
+76.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.7% | +1.0% |
| 7D | +0.8% | +10.2% | -9.3% | +0.6% |
| 30D | +0.3% | -9.6% | +9.9% | +0.5% |
| 3M | -2.9% | -31.5% | +28.6% | -2.3% |
| 6M | -5.9% | -18.7% | +12.8% | -5.8% |
| YTD | +4.1% | -49.9% | +54.0% | +5.1% |
| 1Y | +3.1% | -45.5% | +48.6% | +3.6% |
| 3Y | +40.8% | -34.1% | +74.9% | +34.8% |
| All | +40.8% | -35.6% | +76.3% | +34.8% |
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