+131.2%
TLT vs WEC
+1,756.8%
-1,625.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.1% |
| 7D | -0.4% | -0.3% | -0.2% | -0.4% |
| 30D | -0.6% | -1.3% | +0.7% | -0.6% |
| 3M | -2.7% | -3.9% | +1.2% | -2.8% |
| 6M | -5.6% | -8.3% | +2.7% | -5.9% |
| YTD | -2.8% | +3.1% | -5.8% | -2.6% |
| 1Y | -1.4% | +1.9% | -3.4% | -1.3% |
| 3Y | -1.6% | +41.9% | -43.5% | 0.0% |
| 5Y | -33.8% | +30.8% | -64.6% | -32.9% |
| 10Y | -21.1% | +141.9% | -163.1% | -15.7% |
| All | +131.2% | +1,756.8% | -1,625.6% | +208.7% |
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 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