+208.5%
WEC vs Z
+25.1%
+183.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.6% |
| 7D | -0.3% | -3.0% | +2.7% | -0.2% |
| 30D | -1.3% | -4.2% | +2.9% | -1.2% |
| 3M | -3.9% | -3.7% | -0.2% | -3.9% |
| 6M | -8.3% | -24.5% | +16.2% | -7.6% |
| YTD | +3.1% | -49.3% | +52.4% | +5.2% |
| 1Y | +1.9% | -58.7% | +60.6% | +4.7% |
| 3Y | +41.9% | -34.1% | +76.1% | +42.1% |
| 5Y | +30.8% | -64.5% | +95.3% | +31.6% |
| 10Y | +141.9% | -0.5% | +142.4% | +122.8% |
| All | +208.5% | +25.1% | +183.4% | +182.6% |
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