+2,484.3%
WEC vs WAB
+4,408.2%
-1,923.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -0.5% | +3.1% | -3.7% | -0.9% |
| 30D | +12.0% | +6.4% | +5.5% | +11.1% |
| 3M | +11.1% | +2.2% | +8.9% | +10.7% |
| 6M | +6.0% | +13.7% | -7.7% | +4.2% |
| YTD | +14.3% | +43.0% | -28.7% | +9.4% |
| 1Y | +8.0% | +47.0% | -39.0% | +3.0% |
| 3Y | +62.8% | +174.4% | -111.5% | +43.6% |
| 5Y | +55.3% | +222.2% | -166.9% | +33.7% |
| 10Y | +193.2% | +276.9% | -83.7% | +138.8% |
| All | +2,484.3% | +4,408.2% | -1,923.9% | +1,470.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling