+2,445.5%
WEC vs TDY
+6,954.6%
-4,509.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.7% |
| 7D | +0.4% | -1.8% | +2.2% | +0.6% |
| 30D | +0.9% | -13.8% | +14.7% | +2.7% |
| 3M | -5.3% | -3.9% | -1.4% | -5.0% |
| 6M | -6.6% | -9.0% | +2.4% | -5.7% |
| YTD | +3.3% | +16.5% | -13.3% | +1.1% |
| 1Y | +2.1% | +9.3% | -7.2% | +0.6% |
| 3Y | +39.6% | +45.1% | -5.5% | +32.3% |
| 5Y | +31.2% | +35.0% | -3.8% | +24.8% |
| 10Y | +148.4% | +469.0% | -320.6% | +98.5% |
| All | +2,445.5% | +6,954.6% | -4,509.1% | +1,524.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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