+27.6%
CAVA vs WEC
+30.2%
-2.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | -8.0% | -0.6% | -7.5% | -8.0% |
| 30D | -19.6% | -2.6% | -16.9% | -19.5% |
| 3M | -36.7% | -6.0% | -30.6% | -36.6% |
| 6M | -30.6% | -5.4% | -25.2% | -30.4% |
| YTD | -4.8% | +2.5% | -7.3% | -4.6% |
| 1Y | -13.1% | -0.7% | -12.4% | -12.9% |
| 3Y | +48.8% | +38.7% | +10.0% | +51.2% |
| All | +27.6% | +30.2% | -2.6% | +32.5% |
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