+51.1%
WEC vs TLN
+683.0%
-631.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.2% | -6.1% | +1.1% |
| 7D | +0.2% | +9.1% | -8.8% | +0.3% |
| 30D | +12.9% | -4.1% | +17.0% | +13.0% |
| 3M | +9.8% | +4.4% | +5.4% | +9.8% |
| 6M | +6.7% | -6.0% | +12.8% | +6.7% |
| YTD | +14.0% | -3.1% | +17.1% | +13.9% |
| 1Y | +7.3% | -6.1% | +13.4% | +7.3% |
| 3Y | +63.8% | +575.3% | -511.6% | +63.1% |
| All | +51.1% | +683.0% | -631.9% | +52.5% |
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