+54.1%
WEC vs TRU
-26.5%
+80.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +2.3% | 0.0% | +2.3% | +2.3% |
| 30D | +11.1% | +21.3% | -10.2% | +9.2% |
| 3M | +8.4% | +0.2% | +8.2% | +8.2% |
| 6M | +7.5% | +22.4% | -14.9% | +5.3% |
| YTD | +15.3% | -4.8% | +20.2% | +15.1% |
| 1Y | +9.7% | -0.2% | +9.9% | +9.0% |
| 3Y | +64.7% | +57.9% | +6.7% | +50.4% |
| All | +54.1% | -26.5% | +80.6% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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