+601.8%
CAG vs WEC
+3,978.4%
-3,376.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | -3.8% | -0.3% | -3.5% | -3.7% |
| 30D | +3.1% | -1.3% | +4.4% | +3.5% |
| 3M | +23.5% | -3.9% | +27.4% | +25.1% |
| 6M | -14.8% | -8.3% | -6.5% | -12.3% |
| YTD | -5.4% | +3.1% | -8.5% | -6.4% |
| 1Y | -11.8% | +1.9% | -13.7% | -12.5% |
| 3Y | -36.7% | +41.9% | -78.6% | -43.9% |
| 5Y | -40.3% | +30.8% | -71.0% | -46.0% |
| 10Y | -37.0% | +141.9% | -178.9% | -54.7% |
| All | +601.8% | +3,978.4% | -3,376.6% | +74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling