-63.8%
XYZ vs WEC
+55.1%
-118.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -2.1% | -0.7% | -1.4% | -1.9% |
| 30D | +7.0% | +11.0% | -3.9% | +4.4% |
| 3M | +5.1% | +8.6% | -3.5% | +3.0% |
| 6M | +14.1% | +6.2% | +7.9% | +12.2% |
| YTD | +26.4% | +14.3% | +12.1% | +21.0% |
| 1Y | +25.1% | +8.4% | +16.7% | +21.9% |
| 3Y | +59.7% | +62.9% | -3.1% | +29.9% |
| 5Y | -63.8% | +55.8% | -119.6% | -68.0% |
| All | -63.8% | +55.1% | -118.9% | -68.0% |
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