+37.3%
WEC vs TSLQ
-97.8%
+135.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.8% | +0.9% |
| 7D | +2.3% | -16.8% | +19.2% | +2.4% |
| 30D | +11.1% | -18.0% | +29.0% | +11.2% |
| 3M | +8.4% | -34.5% | +42.9% | +8.6% |
| 6M | +7.5% | -8.9% | +16.4% | +7.6% |
| YTD | +15.3% | -19.0% | +34.3% | +15.5% |
| 1Y | +9.7% | -38.2% | +47.9% | +9.8% |
| 3Y | +64.7% | -96.9% | +161.6% | +63.2% |
| All | +37.3% | -97.8% | +135.1% | +42.1% |
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