+230.8%
TPR vs WEC
+55.1%
+175.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -1.1% | -0.7% | -0.4% | -1.0% |
| 30D | +15.1% | +11.0% | +4.1% | +13.3% |
| 3M | -13.4% | +8.6% | -22.0% | -14.5% |
| 6M | +1.4% | +6.2% | -4.8% | +0.3% |
| YTD | +4.8% | +14.3% | -9.5% | +2.4% |
| 1Y | +29.2% | +8.4% | +20.8% | +27.4% |
| 3Y | +403.7% | +62.9% | +340.8% | +358.0% |
| 5Y | +230.8% | +55.8% | +175.0% | +190.8% |
| All | +230.8% | +55.1% | +175.8% | +190.8% |
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