-25.0%
TGT vs WEC
+30.7%
-55.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.3% | -2.9% |
| 7D | -3.6% | +0.4% | -4.0% | -3.7% |
| 30D | +4.4% | +0.9% | +3.5% | +4.0% |
| 3M | +25.4% | -5.3% | +30.7% | +27.6% |
| 6M | +33.4% | -6.6% | +39.9% | +36.2% |
| YTD | +65.6% | +3.3% | +62.3% | +62.9% |
| 1Y | +80.3% | +2.1% | +78.2% | +77.9% |
| 3Y | +42.1% | +39.6% | +2.6% | +22.7% |
| 5Y | -25.0% | +31.2% | -56.2% | -34.2% |
| All | -25.0% | +30.7% | -55.7% | -34.2% |
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