+142.0%
WEC vs WAB
+296.8%
-154.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | -2.6% | -4.1% | +1.4% | -2.2% |
| 3M | -6.0% | +8.2% | -14.2% | -7.0% |
| 6M | -5.4% | +15.4% | -20.8% | -7.2% |
| YTD | +2.5% | +33.1% | -30.7% | -1.2% |
| 1Y | -0.7% | +48.1% | -48.8% | -5.5% |
| 3Y | +38.7% | +167.7% | -129.0% | +21.7% |
| 5Y | +31.7% | +225.7% | -194.1% | +12.2% |
| All | +142.0% | +296.8% | -154.8% | +87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling