+31.7%
WEC vs WY
-22.3%
+54.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.1% |
| 7D | -1.3% | -3.7% | +2.4% | -0.4% |
| 30D | -0.4% | -11.3% | +10.9% | +2.4% |
| 3M | -6.8% | -8.1% | +1.4% | -5.2% |
| 6M | -6.4% | -7.4% | +1.0% | -5.0% |
| YTD | +2.5% | -4.7% | +7.2% | +3.0% |
| 1Y | -0.4% | -9.2% | +8.8% | +1.2% |
| 3Y | +38.5% | -24.7% | +63.2% | +46.0% |
| 5Y | +31.7% | -21.6% | +53.2% | +39.3% |
| All | +31.7% | -22.3% | +54.0% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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