-42.6%
CAG vs WEC
+30.3%
-72.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -2.0% | -2.3% |
| 7D | -5.9% | -1.3% | -4.6% | -5.3% |
| 30D | -1.5% | -0.4% | -1.2% | -1.5% |
| 3M | +11.5% | -6.8% | +18.2% | +15.3% |
| 6M | -15.7% | -6.4% | -9.3% | -13.0% |
| YTD | -10.2% | +2.5% | -12.7% | -11.2% |
| 1Y | -18.1% | -0.4% | -17.7% | -18.0% |
| 3Y | -39.4% | +38.5% | -77.9% | -48.4% |
| 5Y | -42.6% | +31.7% | -74.3% | -50.7% |
| All | -42.6% | +30.3% | -72.9% | -50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling