+32.7%
WEC vs TRI
-10.0%
+42.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.0% | -0.7% |
| 7D | +0.4% | -8.4% | +8.8% | +1.1% |
| 30D | +0.9% | -6.5% | +7.4% | +1.4% |
| 3M | -5.3% | +18.6% | -23.9% | -7.4% |
| 6M | -6.6% | -10.4% | +3.9% | -5.5% |
| YTD | +3.3% | -23.7% | +27.0% | +8.3% |
| 1Y | +2.1% | -42.5% | +44.5% | +14.4% |
| 3Y | +39.6% | -19.3% | +58.9% | +38.4% |
| All | +32.7% | -10.0% | +42.7% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 5y: compounded portfolio wealth divided by compounded TRI 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…
5y analysis · Full analysis span regression · 6 months rolling