+36.0%
TSM vs WEC
+9.7%
+26.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.3% | -4.6% | -1.1% |
| 7D | -10.0% | +6.9% | -16.8% | -6.9% |
| 30D | -18.5% | +16.6% | -35.1% | -12.5% |
| 3M | -4.9% | +9.1% | -13.9% | -0.8% |
| 6M | -1.0% | +3.2% | -4.2% | +1.0% |
| YTD | +31.3% | +14.9% | +16.4% | +38.0% |
| 1Y | +36.0% | +9.2% | +26.8% | +42.5% |
| All | +36.0% | +9.7% | +26.3% | +42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling