+1,898.2%
WEC vs TRI
+584.3%
+1,313.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +2.3% | -2.9% | +5.2% | +3.0% |
| 30D | +11.1% | +3.7% | +7.4% | +9.9% |
| 3M | +8.4% | +3.7% | +4.7% | +6.8% |
| 6M | +7.5% | +35.1% | -27.6% | -1.8% |
| YTD | +15.3% | -14.0% | +29.3% | +16.2% |
| 1Y | +9.7% | -19.0% | +28.7% | +12.2% |
| 3Y | +64.7% | -12.0% | +76.7% | +62.2% |
| 5Y | +57.3% | +0.6% | +56.6% | +48.1% |
| 10Y | +195.9% | +225.4% | -29.6% | +104.1% |
| All | +1,898.2% | +584.3% | +1,313.9% | +940.1% |
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