+236.4%
TSM vs WEC
+51.2%
+185.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.1% | +8.4% | +5.9% |
| 7D | -7.6% | -0.2% | -7.4% | -7.6% |
| 30D | -20.5% | +12.3% | -32.8% | -18.7% |
| 3M | -10.0% | +8.3% | -18.2% | -8.5% |
| 6M | -10.1% | +3.5% | -13.5% | -9.2% |
| YTD | +24.5% | +12.7% | +11.8% | +27.2% |
| 1Y | +31.2% | +8.2% | +23.0% | +33.4% |
| 3Y | +322.0% | +55.9% | +266.1% | +341.1% |
| All | +236.4% | +51.2% | +185.1% | +253.1% |
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