+55.3%
WEC vs USFR
+21.4%
+33.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -0.5% | +0.1% | -0.6% | -0.4% |
| 30D | +12.0% | +0.4% | +11.6% | +12.5% |
| 3M | +11.1% | +1.1% | +10.0% | +12.4% |
| 6M | +6.0% | +2.1% | +3.9% | +8.5% |
| YTD | +14.3% | +3.4% | +10.8% | +19.0% |
| 1Y | +8.0% | +4.1% | +3.9% | +13.4% |
| 3Y | +62.8% | +14.4% | +48.4% | +118.4% |
| 5Y | +55.3% | +21.4% | +33.9% | +186.4% |
| All | +55.3% | +21.4% | +33.9% | +186.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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