+250.2%
WEC vs RUN
-33.9%
+284.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.9% |
| 7D | +2.3% | -13.5% | +15.9% | +2.8% |
| 30D | +11.1% | +18.3% | -7.2% | +10.4% |
| 3M | +8.4% | -12.5% | +20.9% | +8.7% |
| 6M | +7.5% | -40.3% | +47.8% | +8.8% |
| YTD | +15.3% | -53.1% | +68.4% | +17.0% |
| 1Y | +9.7% | -54.3% | +64.0% | +11.3% |
| 3Y | +64.7% | -6.5% | +71.2% | +56.4% |
| 5Y | +57.3% | -85.3% | +142.5% | +56.1% |
| 10Y | +195.9% | +68.9% | +127.0% | +160.2% |
| All | +250.2% | -33.9% | +284.2% | +208.4% |
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 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