+8.0%
WEC vs TMF
-26.6%
+34.6%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -0.5% | -3.4% | +2.8% | 0.0% |
| 30D | +12.0% | +11.5% | +0.5% | +10.3% |
| 3M | +11.1% | -4.5% | +15.6% | +11.5% |
| 6M | +6.0% | -15.0% | +20.9% | +7.9% |
| YTD | +14.3% | -19.9% | +34.1% | +17.8% |
| 1Y | +8.0% | -26.6% | +34.6% | +14.1% |
| All | +8.0% | -26.6% | +34.6% | +14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling