+51.6%
WEC vs TLN
+733.8%
-682.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | 0.0% |
| 7D | -0.7% | +22.3% | -23.0% | -0.6% |
| 30D | +11.0% | +1.2% | +9.8% | +11.1% |
| 3M | +8.6% | +5.9% | +2.7% | +8.6% |
| 6M | +6.2% | +3.2% | +2.9% | +6.2% |
| YTD | +14.3% | +3.2% | +11.1% | +14.3% |
| 1Y | +8.4% | +5.2% | +3.2% | +8.5% |
| 3Y | +62.9% | +606.3% | -543.4% | +62.1% |
| All | +51.6% | +733.8% | -682.3% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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