+639.7%
CEG vs WCC
+186.3%
+453.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.4% | -0.8% |
| 7D | +6.7% | +8.5% | -1.8% | +3.9% |
| 30D | +11.0% | -1.0% | +12.0% | +11.1% |
| 3M | +19.5% | +2.1% | +17.4% | +18.0% |
| 6M | -5.9% | +36.8% | -42.7% | -15.5% |
| YTD | -15.0% | +47.7% | -62.7% | -25.8% |
| 1Y | +0.6% | +66.5% | -65.9% | -15.8% |
| 3Y | +180.6% | +134.2% | +46.5% | +107.0% |
| All | +639.7% | +186.3% | +453.3% | +391.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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