+241.2%
WEC vs Z
+10.9%
+230.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.8% | -2.7% | +1.0% |
| 7D | +0.2% | -5.2% | +5.4% | +0.4% |
| 30D | +12.9% | +5.7% | +7.2% | +12.7% |
| 3M | +9.8% | -8.7% | +18.5% | +10.0% |
| 6M | +6.7% | -26.0% | +32.7% | +7.6% |
| YTD | +14.0% | -55.0% | +69.0% | +16.6% |
| 1Y | +7.3% | -58.0% | +65.3% | +10.1% |
| 3Y | +63.8% | -15.2% | +79.0% | +62.4% |
| 5Y | +54.8% | -53.8% | +108.6% | +54.5% |
| 10Y | +185.7% | -14.5% | +200.2% | +164.3% |
| All | +241.2% | +10.9% | +230.2% | +213.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling