+139.7%
WEC vs TMF
-87.2%
+227.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | -0.3% | -1.4% | +1.2% | -0.2% |
| 30D | -1.3% | -2.8% | +1.5% | -1.2% |
| 3M | -3.9% | -10.9% | +7.0% | -3.6% |
| 6M | -8.3% | -21.3% | +13.0% | -7.7% |
| YTD | +3.1% | -15.9% | +18.9% | +3.5% |
| 1Y | +1.9% | -15.7% | +17.7% | +2.4% |
| 3Y | +41.9% | -43.4% | +85.3% | +42.7% |
| 5Y | +30.8% | -87.8% | +118.5% | +25.7% |
| All | +139.7% | -87.2% | +227.0% | +122.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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