+2,700.2%
TFC vs WEC
+3,978.4%
-1,278.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.4% |
| 7D | +2.4% | -0.3% | +2.7% | +2.5% |
| 30D | -1.3% | -1.3% | 0.0% | -0.8% |
| 3M | +6.1% | -3.9% | +10.0% | +7.6% |
| 6M | +7.3% | -8.3% | +15.6% | +10.9% |
| YTD | +8.2% | +3.1% | +5.1% | +6.5% |
| 1Y | +14.4% | +1.9% | +12.5% | +13.0% |
| 3Y | +93.7% | +41.9% | +51.8% | +65.8% |
| 5Y | +16.4% | +30.8% | -14.4% | +1.4% |
| 10Y | +101.6% | +141.9% | -40.4% | +31.6% |
| All | +2,700.2% | +3,978.4% | -1,278.2% | +619.8% |
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 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