WEC vs SPY 1 Year Daily ReturnsWEC has a beta of 0.07. In the past year, WEC has been less volatile than the S&P500.

WEC Historical BetaSince 2024-07-10, the beta for WEC changed by -0.1 and had an average of 0.08.

WEC Sharpe RatioWEC has a 1 year sharpe of 1.87 which is +1.46 compared to the S&P500.

WEC Daily P/L Normal DistributionWEC has a P/L mean of 0.14% and a std dev of 1.1%. A daily 1σ move is between $104.67 and $106.99.

WEC 1 Year DrawdownWEC had a max drawdown of 9.53% in the previous year.

WEC Yearly Drawdown DurationWEC has an average drawdown duration of 17.16 days every year.