+185.7%
WEC vs TMF
-83.0%
+268.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +0.2% | +0.6% | -0.4% | +0.2% |
| 30D | +12.9% | +16.3% | -3.4% | +12.5% |
| 3M | +9.8% | -2.7% | +12.5% | +9.8% |
| 6M | +6.7% | -13.2% | +19.9% | +7.0% |
| YTD | +14.0% | -16.7% | +30.6% | +14.4% |
| 1Y | +7.3% | -22.7% | +30.1% | +7.9% |
| 3Y | +63.8% | -26.1% | +89.9% | +64.8% |
| 5Y | +54.8% | -88.4% | +143.2% | +46.1% |
| 10Y | +185.7% | -81.8% | +267.5% | +144.1% |
| All | +185.7% | -83.0% | +268.7% | +144.1% |
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