+154.5%
TRV vs WEC
+30.7%
+123.9%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.2% | +0.6% |
| 7D | +0.2% | +0.4% | -0.2% | 0.0% |
| 30D | -2.3% | +0.9% | -3.2% | -2.7% |
| 3M | +22.7% | -5.3% | +28.0% | +25.1% |
| 6M | +21.9% | -6.6% | +28.5% | +24.9% |
| YTD | +27.5% | +3.3% | +24.2% | +25.9% |
| 1Y | +36.2% | +2.1% | +34.2% | +35.0% |
| 3Y | +140.6% | +39.6% | +101.0% | +117.4% |
| 5Y | +154.5% | +31.2% | +123.4% | +126.2% |
| All | +154.5% | +30.7% | +123.9% | +126.2% |
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 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