+46.6%
WEC vs TXG
+21.5%
+25.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.7% | -3.7% | +0.9% |
| 7D | +0.8% | +9.4% | -8.6% | +0.6% |
| 30D | +0.3% | +26.1% | -25.7% | -0.4% |
| 3M | -2.9% | +124.8% | -127.7% | -5.5% |
| 6M | -5.9% | +215.2% | -221.2% | -9.6% |
| YTD | +4.1% | +302.2% | -298.1% | -0.9% |
| 1Y | +3.1% | +370.9% | -367.8% | -2.6% |
| 3Y | +40.8% | +38.5% | +2.3% | +38.2% |
| 5Y | +31.7% | -64.4% | +96.1% | +32.1% |
| All | +46.6% | +21.5% | +25.2% | +20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling