+142.0%
WEC vs WTW
+198.0%
-56.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -0.6% | -5.7% | +5.1% | +1.1% |
| 30D | -2.6% | -7.3% | +4.6% | -0.6% |
| 3M | -6.0% | +21.5% | -27.5% | -11.7% |
| 6M | -5.4% | +9.6% | -15.0% | -8.9% |
| YTD | +2.5% | -3.3% | +5.7% | +2.1% |
| 1Y | -0.7% | -6.1% | +5.4% | -0.1% |
| 3Y | +38.7% | +61.8% | -23.1% | +15.1% |
| 5Y | +31.7% | +42.7% | -11.0% | +12.4% |
| All | +142.0% | +198.0% | -56.0% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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