+31.2%
WEC vs TRU
-36.4%
+67.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -0.8% |
| 7D | +0.4% | -6.5% | +6.9% | +0.9% |
| 30D | +0.9% | -2.5% | +3.4% | +1.1% |
| 3M | -5.3% | +10.4% | -15.7% | -6.3% |
| 6M | -6.6% | +1.6% | -8.2% | -7.0% |
| YTD | +3.3% | -9.7% | +13.0% | +3.7% |
| 1Y | +2.1% | -17.3% | +19.3% | +3.2% |
| 3Y | +39.6% | -1.8% | +41.4% | +36.5% |
| 5Y | +31.2% | -36.2% | +67.4% | +26.0% |
| All | +31.2% | -36.4% | +67.6% | +26.0% |
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