+36.1%
TPR vs WEC
+6.8%
+29.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.0% | -0.8% |
| 7D | +14.2% | -0.2% | +14.4% | +14.2% |
| 30D | +17.1% | +12.3% | +4.8% | +17.0% |
| 3M | -17.7% | +8.3% | -26.0% | -17.8% |
| 6M | -10.2% | +3.5% | -13.6% | -10.3% |
| YTD | +4.9% | +12.7% | -7.8% | +5.1% |
| 1Y | +36.1% | +8.2% | +28.0% | +38.2% |
| All | +36.1% | +6.8% | +29.4% | +38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling