+36.7%
WEC vs TLN
+583.6%
-546.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.8% | -4.5% | -0.7% |
| 7D | -0.3% | +7.1% | -7.3% | -0.2% |
| 30D | -1.3% | -3.9% | +2.6% | -1.3% |
| 3M | -3.9% | -16.2% | +12.2% | -4.0% |
| 6M | -8.3% | -5.8% | -2.5% | -8.3% |
| YTD | +3.1% | -15.4% | +18.5% | +3.0% |
| 1Y | +1.9% | -16.7% | +18.6% | +1.9% |
| 3Y | +41.9% | +473.8% | -431.8% | +41.6% |
| All | +36.7% | +583.6% | -546.9% | +37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling