+54.5%
WEC vs Z
-55.4%
+109.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.4% | -2.0% |
| 7D | -0.2% | -4.6% | +4.4% | 0.0% |
| 30D | +12.3% | +8.3% | +4.0% | +12.0% |
| 3M | +8.3% | -11.6% | +19.9% | +8.5% |
| 6M | +3.5% | -33.6% | +37.1% | +4.7% |
| YTD | +12.7% | -56.7% | +69.4% | +15.7% |
| 1Y | +8.2% | -59.1% | +67.3% | +11.3% |
| 3Y | +55.9% | -20.4% | +76.2% | +53.7% |
| All | +54.5% | -55.4% | +109.9% | +49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling