+3.1%
WEC vs TLN
-16.8%
+19.9%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | +1.0% |
| 7D | +0.8% | +10.9% | -10.1% | +0.7% |
| 30D | +0.3% | -6.3% | +6.6% | +0.4% |
| 3M | -2.9% | -10.7% | +7.8% | -2.9% |
| 6M | -5.9% | +1.6% | -7.5% | -6.0% |
| YTD | +4.1% | -13.1% | +17.2% | +4.1% |
| 1Y | +3.1% | -15.1% | +18.2% | +2.4% |
| All | +3.1% | -16.8% | +19.9% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling