+8,094.7%
TMO vs WEC
+4,021.5%
+4,073.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.8% | -2.1% |
| 7D | +0.4% | +0.8% | -0.4% | +0.1% |
| 30D | +1.5% | +0.3% | +1.2% | +1.3% |
| 3M | +28.5% | -2.9% | +31.5% | +29.9% |
| 6M | +20.4% | -5.9% | +26.3% | +22.6% |
| YTD | +4.3% | +4.1% | +0.1% | +2.1% |
| 1Y | +24.1% | +3.1% | +21.0% | +21.7% |
| 3Y | +17.5% | +40.8% | -23.3% | +1.3% |
| 5Y | +6.8% | +31.7% | -24.9% | -6.3% |
| 10Y | +311.9% | +141.1% | +170.8% | +177.8% |
| All | +8,094.7% | +4,021.5% | +4,073.2% | +1,949.0% |
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 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