+213.0%
WEC vs RUN
-31.9%
+244.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -0.3% | +1.3% | -1.5% | -0.3% |
| 30D | -1.3% | -15.3% | +14.0% | -0.9% |
| 3M | -3.9% | -40.0% | +36.1% | -2.6% |
| 6M | -8.3% | -27.0% | +18.6% | -7.8% |
| YTD | +3.1% | -51.7% | +54.7% | +4.6% |
| 1Y | +1.9% | -45.9% | +47.8% | +2.7% |
| 3Y | +41.9% | -43.8% | +85.7% | +37.3% |
| 5Y | +30.8% | -80.5% | +111.3% | +28.6% |
| 10Y | +141.9% | +45.3% | +96.7% | +112.8% |
| All | +213.0% | -31.9% | +244.9% | +175.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling