-33.7%
TLT vs WEC
+34.9%
-68.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | +0.4% | +0.8% | -0.4% | +0.2% |
| 30D | -0.3% | +0.3% | -0.6% | -0.4% |
| 3M | -1.7% | -2.9% | +1.2% | -1.3% |
| 6M | -4.9% | -5.9% | +1.0% | -3.9% |
| YTD | -2.8% | +4.1% | -6.9% | -3.8% |
| 1Y | -4.2% | +3.1% | -7.3% | -5.1% |
| 3Y | -1.1% | +40.8% | -41.9% | -8.3% |
| 5Y | -33.7% | +31.7% | -65.4% | -37.0% |
| All | -33.7% | +34.9% | -68.6% | -37.0% |
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