+189.4%
WEC vs Z
-19.5%
+208.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.5% | +5.4% | +0.1% |
| 7D | +1.4% | -6.5% | +7.9% | +1.6% |
| 30D | +12.8% | -0.1% | +12.9% | +12.7% |
| 3M | +11.2% | -14.1% | +25.4% | +11.6% |
| 6M | +6.6% | -30.1% | +36.7% | +7.6% |
| YTD | +13.8% | -57.5% | +71.3% | +16.6% |
| 1Y | +7.6% | -60.3% | +68.0% | +10.5% |
| 3Y | +62.2% | -21.0% | +83.2% | +61.2% |
| 5Y | +52.0% | -54.9% | +106.9% | +51.7% |
| 10Y | +189.4% | -16.0% | +205.4% | +175.2% |
| All | +189.4% | -19.5% | +208.9% | +175.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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