-45.3%
TNA vs WEC
+56.3%
-101.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -2.0% | -1.7% |
| 7D | +3.7% | +2.3% | +1.4% | +2.0% |
| 30D | +4.4% | +11.1% | -6.7% | -3.9% |
| 3M | -26.7% | +8.4% | -35.1% | -31.4% |
| 6M | -12.8% | +7.5% | -20.3% | -18.6% |
| YTD | +22.7% | +15.3% | +7.3% | +7.2% |
| 1Y | +35.7% | +9.7% | +25.9% | +23.6% |
| 3Y | +134.6% | +64.7% | +69.9% | +40.7% |
| All | -45.3% | +56.3% | -101.7% | -63.9% |
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