+323.6%
WEC vs USFR
+28.6%
+295.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | +11.0% | +0.4% | +10.6% | +10.9% |
| 3M | +8.6% | +1.0% | +7.6% | +8.4% |
| 6M | +6.2% | +2.0% | +4.1% | +5.8% |
| YTD | +14.3% | +3.4% | +10.8% | +13.6% |
| 1Y | +8.4% | +4.1% | +4.3% | +7.7% |
| 3Y | +62.9% | +14.4% | +48.5% | +59.7% |
| 5Y | +55.8% | +21.4% | +34.4% | +51.4% |
| 10Y | +193.2% | +28.5% | +164.7% | +182.6% |
| All | +323.6% | +28.6% | +295.1% | +305.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling