+44.3%
WEC vs TXG
+27.0%
+17.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | -0.1% |
| 7D | -0.6% | +9.5% | -10.1% | -0.8% |
| 30D | -2.6% | +18.8% | -21.4% | -3.1% |
| 3M | -6.0% | +136.1% | -142.1% | -8.6% |
| 6M | -5.4% | +235.2% | -240.7% | -9.3% |
| YTD | +2.5% | +320.5% | -318.1% | -2.6% |
| 1Y | -0.7% | +425.2% | -425.9% | -6.6% |
| 3Y | +38.7% | +42.9% | -4.2% | +36.1% |
| 5Y | +31.7% | -62.8% | +94.5% | +31.9% |
| All | +44.3% | +27.0% | +17.3% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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