+8,486.3%
TPR vs WEC
+2,741.9%
+5,744.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.2% | +6.9% | +7.0% |
| 7D | +13.9% | +3.2% | +10.6% | +12.1% |
| 30D | +14.9% | +14.7% | +0.3% | +7.2% |
| 3M | -15.4% | +10.2% | -25.6% | -19.7% |
| 6M | -4.5% | +4.5% | -8.9% | -7.1% |
| YTD | +6.0% | +15.1% | -9.1% | -2.3% |
| 1Y | +24.3% | +9.4% | +14.9% | +17.7% |
| 3Y | +412.8% | +56.9% | +355.9% | +292.9% |
| 5Y | +258.4% | +54.4% | +204.0% | +167.4% |
| 10Y | +396.8% | +183.5% | +213.3% | +139.1% |
| All | +8,486.3% | +2,741.9% | +5,744.4% | +844.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling