+1,685.5%
WEC vs TRI
+561.6%
+1,123.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.4% | +4.7% | +0.5% |
| 7D | -0.3% | -0.5% | +0.3% | -0.2% |
| 30D | -1.3% | +7.9% | -9.2% | -3.2% |
| 3M | -3.9% | +24.1% | -28.0% | -9.5% |
| 6M | -8.3% | +3.8% | -12.1% | -10.8% |
| YTD | +3.1% | -16.9% | +19.9% | +5.1% |
| 1Y | +1.9% | -38.4% | +40.3% | +12.4% |
| 3Y | +41.9% | -12.2% | +54.1% | +40.2% |
| 5Y | +30.8% | -1.8% | +32.6% | +24.3% |
| 10Y | +141.9% | +207.6% | -65.7% | +69.9% |
| All | +1,685.5% | +561.6% | +1,123.9% | +841.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling