-84.3%
TE vs WEC
+56.3%
-140.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -4.0% | -3.1% |
| 7D | -19.1% | +2.3% | -21.4% | -19.2% |
| 30D | -34.1% | +11.1% | -45.2% | -34.9% |
| 3M | -60.1% | +8.4% | -68.6% | -60.5% |
| 6M | -66.0% | +7.5% | -73.5% | -66.4% |
| YTD | -71.4% | +15.3% | -86.7% | -72.5% |
| 1Y | -45.3% | +9.7% | -55.0% | -46.7% |
| 3Y | +9.1% | +64.7% | -55.5% | -10.6% |
| All | -84.3% | +56.3% | -140.7% | -86.8% |
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