+38.8%
WEC vs TSLQ
-95.5%
+134.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.1% | -0.8% |
| 7D | -1.3% | +5.7% | -6.9% | -1.3% |
| 30D | -0.4% | -21.1% | +20.7% | -0.2% |
| 3M | -6.8% | -11.5% | +4.7% | -6.8% |
| 6M | -6.4% | -14.9% | +8.5% | -6.4% |
| YTD | +2.5% | +2.4% | +0.1% | +2.3% |
| 1Y | -0.4% | -49.8% | +49.4% | -0.3% |
| All | +38.8% | -95.5% | +134.3% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 3y: compounded portfolio wealth divided by compounded TSLQ 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…
3y analysis · Full analysis span regression · 6 months rolling