+118.2%
WFC vs WEC
+186.5%
-68.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +0.9% | +1.4% | -0.5% | +0.4% |
| 30D | +3.3% | +12.8% | -9.5% | -1.1% |
| 3M | -1.4% | +11.2% | -12.7% | -5.2% |
| 6M | +14.7% | +6.6% | +8.1% | +11.8% |
| YTD | -5.9% | +13.8% | -19.7% | -10.7% |
| 1Y | +1.8% | +7.6% | -5.8% | -1.4% |
| 3Y | +124.9% | +62.2% | +62.7% | +84.4% |
| 5Y | +92.7% | +52.0% | +40.8% | +59.6% |
| 10Y | +118.2% | +189.4% | -71.1% | +89.4% |
| All | +118.2% | +186.5% | -68.3% | +89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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