-38.3%
CAG vs WEC
+197.9%
-236.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.9% |
| 7D | -3.3% | +2.3% | -5.7% | -4.3% |
| 30D | +7.7% | +11.1% | -3.4% | +3.3% |
| 3M | -3.2% | +8.4% | -11.6% | -6.3% |
| 6M | +7.0% | +7.5% | -0.5% | +3.9% |
| YTD | -9.0% | +15.3% | -24.3% | -13.9% |
| 1Y | -9.6% | +9.7% | -19.3% | -12.9% |
| 3Y | -36.0% | +64.7% | -100.7% | -47.3% |
| 5Y | -40.9% | +57.3% | -98.1% | -50.7% |
| All | -38.3% | +197.9% | -236.2% | -61.4% |
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