+24.0%
WEC vs TSLQ
-97.3%
+121.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -8.0% | +9.0% | +1.1% |
| 7D | +0.8% | -8.6% | +9.4% | +0.8% |
| 30D | +0.3% | -24.9% | +25.2% | +0.4% |
| 3M | -2.9% | -1.5% | -1.4% | -2.9% |
| 6M | -5.9% | -18.1% | +12.1% | -5.9% |
| YTD | +4.1% | -0.1% | +4.3% | +4.2% |
| 1Y | +3.1% | -51.4% | +54.5% | +3.0% |
| 3Y | +40.8% | -95.9% | +136.7% | +40.0% |
| All | +24.0% | -97.3% | +121.3% | +28.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling