+53.4%
T vs WEC
+51.2%
+2.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | +0.2% |
| 7D | +1.0% | -0.2% | +1.2% | +1.1% |
| 30D | -10.6% | +12.3% | -22.9% | -15.6% |
| 3M | -7.7% | +8.3% | -16.0% | -11.4% |
| 6M | -13.3% | +3.5% | -16.8% | -14.8% |
| YTD | -8.8% | +12.7% | -21.5% | -14.2% |
| 1Y | -8.4% | +8.2% | -16.6% | -12.1% |
| 3Y | +59.6% | +55.9% | +3.8% | +28.9% |
| All | +53.4% | +51.2% | +2.2% | +20.4% |
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