+286.1%
WEC vs USFR
+27.6%
+258.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.1% |
| 7D | +0.8% | +0.1% | +0.8% | +0.8% |
| 30D | +0.3% | +0.3% | 0.0% | +0.3% |
| 3M | -2.9% | +1.0% | -3.9% | -3.1% |
| 6M | -5.9% | +1.9% | -7.8% | -6.2% |
| YTD | +4.1% | +2.7% | +1.5% | +3.7% |
| 1Y | +3.1% | +4.0% | -0.9% | +2.5% |
| 3Y | +40.8% | +14.0% | +26.7% | +38.1% |
| 5Y | +31.7% | +20.4% | +11.3% | +28.1% |
| 10Y | +141.1% | +28.1% | +113.0% | +132.4% |
| All | +286.1% | +27.6% | +258.5% | +269.9% |
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