-0.4%
WEC vs WAB
+47.7%
-48.1%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | -1.3% | -0.2% | -1.1% | -1.2% |
| 30D | -0.4% | -5.9% | +5.5% | +0.2% |
| 3M | -6.8% | +9.4% | -16.2% | -7.7% |
| 6M | -6.4% | +13.8% | -20.2% | -7.2% |
| YTD | +2.5% | +31.8% | -29.3% | +1.5% |
| 1Y | -0.4% | +48.5% | -48.9% | -0.8% |
| All | -0.4% | +47.7% | -48.1% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling