+13,634.3%
TSM vs WEC
+2,105.4%
+11,528.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.1% |
| 7D | +2.7% | -0.3% | +3.0% | +2.8% |
| 30D | +3.6% | -1.3% | +4.9% | +3.9% |
| 3M | -3.4% | -3.9% | +0.6% | -2.6% |
| 6M | +20.6% | -8.3% | +28.9% | +23.0% |
| YTD | +41.9% | +3.1% | +38.8% | +39.6% |
| 1Y | +84.4% | +1.9% | +82.4% | +81.7% |
| 3Y | +380.2% | +41.9% | +338.3% | +315.8% |
| 5Y | +275.3% | +30.8% | +244.5% | +227.8% |
| 10Y | +1,751.4% | +141.9% | +1,609.5% | +1,076.3% |
| All | +13,634.3% | +2,105.4% | +11,528.9% | +2,706.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling