-64.5%
XYZ vs WEC
+54.4%
-118.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.1% |
| 7D | +9.2% | +3.2% | +6.0% | +8.4% |
| 30D | +9.8% | +14.7% | -4.9% | +6.3% |
| 3M | -0.2% | +10.2% | -10.4% | -2.5% |
| 6M | +18.0% | +4.5% | +13.5% | +16.5% |
| YTD | +29.1% | +15.1% | +14.0% | +23.5% |
| 1Y | +14.1% | +9.4% | +4.7% | +10.9% |
| 3Y | +72.6% | +56.9% | +15.7% | +43.4% |
| All | -64.5% | +54.4% | -118.9% | -68.5% |
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