-53.2%
TE vs WEC
+43.1%
-96.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.3% |
| 7D | -4.0% | -0.3% | -3.7% | -4.0% |
| 30D | -15.9% | -1.3% | -14.6% | -15.9% |
| 3M | -60.5% | -3.9% | -56.6% | -60.6% |
| 6M | -35.2% | -8.3% | -26.9% | -35.1% |
| YTD | -31.1% | +3.1% | -34.2% | -31.7% |
| 1Y | +148.6% | +1.9% | +146.7% | +147.0% |
| 3Y | -26.4% | +41.9% | -68.3% | -29.7% |
| 5Y | -48.0% | +30.8% | -78.8% | -50.0% |
| All | -53.2% | +43.1% | -96.3% | -54.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling