+274.0%
WEC vs TRU
+243.6%
+30.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.9% |
| 3M | +8.4% | +0.2% | +8.2% | +8.1% |
| 6M | +7.5% | +22.4% | -14.9% | +3.8% |
| YTD | +15.3% | -4.8% | +20.2% | +14.8% |
| 1Y | +9.7% | -0.2% | +9.9% | +8.3% |
| 3Y | +64.7% | +57.9% | +6.7% | +44.9% |
| 5Y | +57.3% | -26.1% | +83.4% | +56.2% |
| 10Y | +195.9% | +184.8% | +11.1% | +142.6% |
| All | +274.0% | +243.6% | +30.4% | +208.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling