+31.2%
WEC vs USFR
+20.4%
+10.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | +0.9% | +0.3% | +0.6% | +1.1% |
| 3M | -5.3% | +1.0% | -6.3% | -4.6% |
| 6M | -6.6% | +1.9% | -8.5% | -5.0% |
| YTD | +3.3% | +2.7% | +0.6% | +5.8% |
| 1Y | +2.1% | +4.0% | -1.9% | +5.9% |
| 3Y | +39.6% | +14.0% | +25.5% | +78.8% |
| 5Y | +31.2% | +20.4% | +10.8% | +110.6% |
| All | +31.2% | +20.4% | +10.8% | +110.6% |
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