+59.2%
WEC vs TMF
-25.2%
+84.4%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | +3.2% | +2.7% | +0.5% | +2.8% |
| 30D | +14.7% | +19.3% | -4.7% | +12.1% |
| 3M | +10.2% | -3.7% | +13.9% | +10.6% |
| 6M | +4.5% | -11.3% | +15.8% | +5.8% |
| YTD | +15.1% | -16.6% | +31.7% | +17.4% |
| 1Y | +9.4% | -21.1% | +30.5% | +12.3% |
| All | +59.2% | -25.2% | +84.4% | +61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling