+31.2%
WEC vs WCN
+27.0%
+4.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.4% |
| 7D | +0.4% | -1.7% | +2.1% | +1.0% |
| 30D | +0.9% | -3.0% | +3.9% | +2.0% |
| 3M | -5.3% | +2.5% | -7.9% | -6.4% |
| 6M | -6.6% | -5.7% | -0.9% | -4.9% |
| YTD | +3.3% | -7.4% | +10.7% | +5.6% |
| 1Y | +2.1% | -8.6% | +10.7% | +4.8% |
| 3Y | +39.6% | +19.4% | +20.2% | +26.5% |
| 5Y | +31.2% | +27.2% | +4.0% | +14.8% |
| All | +31.2% | +27.0% | +4.1% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 5y: compounded portfolio wealth divided by compounded WCN 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…
5y analysis · Full analysis span regression · 6 months rolling