+94.0%
WFC vs WEC
+55.5%
+38.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.6% |
| 7D | +0.1% | +0.2% | -0.1% | +0.1% |
| 30D | +2.9% | +12.9% | -10.0% | -0.3% |
| 3M | -1.4% | +9.8% | -11.2% | -3.9% |
| 6M | +14.3% | +6.7% | +7.6% | +12.2% |
| YTD | -6.2% | +14.0% | -20.2% | -9.9% |
| 1Y | +1.6% | +7.3% | -5.7% | -0.7% |
| 3Y | +126.9% | +63.8% | +63.1% | +93.3% |
| 5Y | +94.0% | +54.8% | +39.2% | +66.6% |
| All | +94.0% | +55.5% | +38.5% | +66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling