+1,643.1%
TSM vs WEC
+197.9%
+1,445.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.7% |
| 7D | +6.2% | +2.3% | +3.9% | +6.1% |
| 30D | -7.3% | +11.1% | -18.3% | -7.6% |
| 3M | -7.1% | +8.4% | -15.6% | -7.4% |
| 6M | +0.2% | +7.5% | -7.3% | -0.1% |
| YTD | +32.2% | +15.3% | +16.9% | +31.1% |
| 1Y | +42.8% | +9.7% | +33.1% | +42.0% |
| 3Y | +330.4% | +64.7% | +265.7% | +308.4% |
| 5Y | +263.9% | +57.3% | +206.7% | +244.8% |
| All | +1,643.1% | +197.9% | +1,445.1% | +1,474.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling