+126.7%
WFC vs WEC
+34.9%
+91.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.5% |
| 7D | +1.1% | +0.8% | +0.2% | +0.8% |
| 30D | +0.8% | +0.3% | +0.5% | +0.7% |
| 3M | +9.3% | -2.9% | +12.2% | +9.9% |
| 6M | +10.6% | -5.9% | +16.6% | +12.1% |
| YTD | -4.1% | +4.1% | -8.2% | -5.5% |
| 1Y | +13.6% | +3.1% | +10.4% | +12.1% |
| 3Y | +130.7% | +40.8% | +90.0% | +106.6% |
| 5Y | +126.7% | +31.7% | +95.0% | +108.1% |
| All | +126.7% | +34.9% | +91.8% | +108.1% |
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