-9.3%
TPR vs WEC
+4.5%
-13.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.2% | +6.9% | +7.0% |
| 7D | +13.9% | +3.2% | +10.6% | +13.3% |
| 30D | +14.9% | +14.7% | +0.3% | +13.9% |
| 3M | -15.4% | +10.2% | -25.6% | -16.2% |
| All | -9.3% | +4.5% | -13.8% | -10.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling