+234.2%
WEC vs TRU
+238.0%
-3.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.9% | +5.2% | +0.1% |
| 7D | -0.3% | -6.8% | +6.5% | +0.7% |
| 30D | -1.3% | 0.0% | -1.3% | -1.4% |
| 3M | -3.9% | +13.3% | -17.2% | -5.9% |
| 6M | -8.3% | +3.4% | -11.7% | -9.3% |
| YTD | +3.1% | -6.4% | +9.4% | +3.1% |
| 1Y | +1.9% | -9.7% | +11.6% | +2.2% |
| 3Y | +41.9% | +0.1% | +41.8% | +35.7% |
| 5Y | +30.8% | -34.0% | +64.8% | +33.1% |
| 10Y | +141.9% | +147.9% | -6.0% | +101.1% |
| All | +234.2% | +238.0% | -3.8% | +177.0% |
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 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