+193.2%
WEC vs TMF
-81.8%
+274.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -0.5% | -3.4% | +2.8% | -0.5% |
| 30D | +12.0% | +11.5% | +0.5% | +11.7% |
| 3M | +11.1% | -4.5% | +15.6% | +11.2% |
| 6M | +6.0% | -15.0% | +20.9% | +6.3% |
| YTD | +14.3% | -19.9% | +34.1% | +14.8% |
| 1Y | +8.0% | -26.6% | +34.6% | +8.7% |
| 3Y | +62.8% | -29.8% | +92.7% | +64.0% |
| 5Y | +55.3% | -88.2% | +143.5% | +47.1% |
| 10Y | +193.2% | -81.4% | +274.5% | +144.7% |
| All | +193.2% | -81.8% | +274.9% | +144.7% |
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