+379.1%
TPR vs WEC
+176.2%
+202.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.0% | -0.3% |
| 7D | +14.2% | -0.2% | +14.4% | +14.3% |
| 30D | +17.1% | +12.3% | +4.8% | +12.8% |
| 3M | -17.7% | +8.3% | -26.0% | -19.9% |
| 6M | -10.2% | +3.5% | -13.6% | -11.4% |
| YTD | +4.9% | +12.7% | -7.8% | +0.3% |
| 1Y | +36.1% | +8.2% | +28.0% | +31.9% |
| 3Y | +416.5% | +55.9% | +360.6% | +333.9% |
| 5Y | +254.8% | +51.2% | +203.5% | +194.0% |
| All | +379.1% | +176.2% | +202.9% | +310.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling