+12,377.6%
TSM vs WEC
+2,338.8%
+10,038.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.2% |
| 7D | -2.5% | +0.2% | -2.7% | -2.6% |
| 30D | -14.3% | +12.9% | -27.2% | -17.4% |
| 3M | -7.2% | +9.8% | -17.0% | -10.0% |
| 6M | -5.1% | +6.7% | -11.9% | -7.5% |
| YTD | +28.9% | +14.0% | +14.9% | +22.8% |
| 1Y | +37.1% | +7.3% | +29.7% | +33.0% |
| 3Y | +341.5% | +63.8% | +277.7% | +265.6% |
| 5Y | +245.7% | +54.8% | +190.9% | +185.7% |
| 10Y | +1,502.2% | +185.7% | +1,316.5% | +858.1% |
| All | +12,377.6% | +2,338.8% | +10,038.8% | +2,369.8% |
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