-35.1%
TLT vs WEC
+55.5%
-90.6%
-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 | +0.3% | +0.2% | +0.1% | +0.2% |
| 30D | +5.1% | +12.9% | -7.8% | +2.7% |
| 3M | -0.2% | +9.8% | -10.0% | -2.0% |
| 6M | -2.9% | +6.7% | -9.7% | -4.3% |
| YTD | -2.7% | +14.0% | -16.7% | -5.4% |
| 1Y | -4.6% | +7.3% | -11.9% | -6.1% |
| 3Y | +6.1% | +63.8% | -57.7% | -4.3% |
| 5Y | -35.1% | +54.8% | -89.9% | -38.7% |
| All | -35.1% | +55.5% | -90.6% | -38.7% |
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