-37.7%
CAG vs WEC
+146.6%
-184.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -5.7% | -0.6% | -5.1% | -5.5% |
| 30D | -2.4% | -2.6% | +0.2% | -1.4% |
| 3M | +9.8% | -6.0% | +15.8% | +12.5% |
| 6M | -10.8% | -5.4% | -5.4% | -8.9% |
| YTD | -10.8% | +2.5% | -13.3% | -11.6% |
| 1Y | -19.0% | -0.7% | -18.2% | -18.8% |
| 3Y | -39.7% | +38.7% | -78.4% | -46.9% |
| 5Y | -43.0% | +31.7% | -74.6% | -49.2% |
| All | -37.7% | +146.6% | -184.2% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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