+72.9%
WEC vs TW
+209.8%
-136.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -1.3% | -2.7% | +1.5% | -0.9% |
| 30D | -0.4% | -1.7% | +1.4% | -0.2% |
| 3M | -6.8% | +1.6% | -8.4% | -7.2% |
| 6M | -6.4% | -17.7% | +11.3% | -4.3% |
| YTD | +2.5% | -4.3% | +6.8% | +2.5% |
| 1Y | -0.4% | -13.1% | +12.7% | +0.9% |
| 3Y | +38.5% | +20.3% | +18.2% | +32.5% |
| 5Y | +31.7% | +22.0% | +9.7% | +23.3% |
| All | +72.9% | +209.8% | -136.9% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling