+371.7%
TPR vs WEC
+190.8%
+180.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | +6.4% | -0.5% | +6.9% | +6.6% |
| 30D | +13.8% | +12.0% | +1.8% | +9.6% |
| 3M | -16.6% | +11.1% | -27.7% | -19.6% |
| 6M | +0.7% | +6.0% | -5.3% | -1.5% |
| YTD | +5.3% | +14.3% | -8.9% | +0.2% |
| 1Y | +32.4% | +8.0% | +24.4% | +28.3% |
| 3Y | +406.4% | +62.8% | +343.5% | +318.3% |
| 5Y | +227.9% | +55.3% | +172.6% | +168.8% |
| 10Y | +371.7% | +193.2% | +178.6% | +296.2% |
| All | +371.7% | +190.8% | +180.9% | +296.2% |
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