+2,624.8%
TFC vs WEC
+4,422.3%
-1,797.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | -1.2% | -0.5% | -0.7% | -1.0% |
| 30D | +7.8% | +12.0% | -4.2% | +2.9% |
| 3M | -3.0% | +11.1% | -14.0% | -7.1% |
| 6M | +5.8% | +6.0% | -0.2% | +3.2% |
| YTD | +5.3% | +14.3% | -9.0% | -0.7% |
| 1Y | +15.7% | +8.0% | +7.7% | +11.6% |
| 3Y | +94.8% | +62.8% | +32.0% | +57.6% |
| 5Y | 0.0% | +55.3% | -55.3% | -18.6% |
| 10Y | +79.0% | +193.2% | -114.1% | +8.3% |
| All | +2,624.8% | +4,422.3% | -1,797.5% | +571.4% |
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