+7,716.4%
TPR vs WEC
+2,444.6%
+5,271.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.4% |
| 7D | -2.3% | -0.3% | -2.0% | -2.2% |
| 30D | -23.0% | -1.3% | -21.7% | -22.6% |
| 3M | -12.5% | -3.9% | -8.5% | -11.1% |
| 6M | -21.4% | -8.3% | -13.1% | -18.4% |
| YTD | -3.5% | +3.1% | -6.6% | -5.8% |
| 1Y | +17.4% | +1.9% | +15.4% | +15.1% |
| 3Y | +291.3% | +41.9% | +249.3% | +215.0% |
| 5Y | +241.9% | +30.8% | +211.1% | +178.1% |
| 10Y | +322.7% | +141.9% | +180.7% | +121.6% |
| All | +7,716.4% | +2,444.6% | +5,271.9% | +810.3% |
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