+1,598.5%
TSM vs WEC
+186.5%
+1,412.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -2.1% | +1.4% | -3.5% | -2.1% |
| 30D | -12.5% | +12.8% | -25.3% | -12.9% |
| 3M | -5.0% | +11.2% | -16.2% | -5.4% |
| 6M | -3.2% | +6.6% | -9.8% | -3.5% |
| YTD | +31.5% | +13.8% | +17.7% | +30.4% |
| 1Y | +35.7% | +7.6% | +28.1% | +35.1% |
| 3Y | +323.5% | +62.2% | +261.3% | +302.1% |
| 5Y | +263.4% | +52.0% | +211.4% | +245.6% |
| 10Y | +1,598.5% | +189.4% | +1,409.1% | +1,427.7% |
| All | +1,598.5% | +186.5% | +1,412.0% | +1,427.7% |
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