+101.0%
CB vs WEC
+31.0%
+70.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.7% |
| 7D | +0.5% | -0.3% | +0.8% | +0.6% |
| 30D | -3.1% | -1.3% | -1.8% | -2.7% |
| 3M | +9.0% | -3.9% | +12.9% | +10.5% |
| 6M | +2.9% | -8.3% | +11.2% | +5.9% |
| YTD | +10.1% | +3.1% | +7.0% | +8.9% |
| 1Y | +22.8% | +1.9% | +20.9% | +21.8% |
| 3Y | +73.8% | +41.9% | +31.9% | +56.4% |
| All | +101.0% | +31.0% | +70.0% | +79.2% |
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 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