+94.6%
WEC vs TW
+301.3%
-206.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.8% |
| 7D | +2.3% | +3.9% | -1.6% | +1.8% |
| 30D | +11.1% | +19.9% | -8.9% | +8.6% |
| 3M | +8.4% | +25.9% | -17.5% | +5.3% |
| 6M | +7.5% | +21.1% | -13.6% | +4.7% |
| YTD | +15.3% | +23.9% | -8.6% | +11.7% |
| 1Y | +9.7% | +21.2% | -11.5% | +6.5% |
| 3Y | +64.7% | +44.8% | +19.9% | +54.4% |
| 5Y | +57.3% | +41.4% | +15.9% | +45.3% |
| All | +94.6% | +301.3% | -206.7% | +58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling