-45.4%
TE vs WEC
+30.7%
-76.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.1% | -2.9% |
| 7D | +15.0% | +0.4% | +14.6% | +15.0% |
| 30D | -7.5% | +0.9% | -8.4% | -7.6% |
| 3M | -42.0% | -5.3% | -36.6% | -41.9% |
| 6M | -31.4% | -6.6% | -24.9% | -31.3% |
| YTD | -26.5% | +3.3% | -29.8% | -28.3% |
| 1Y | +153.1% | +2.1% | +151.0% | +148.2% |
| 3Y | -20.7% | +39.6% | -60.3% | -31.7% |
| 5Y | -45.4% | +31.2% | -76.6% | -53.0% |
| All | -45.4% | +30.7% | -76.1% | -53.0% |
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