-1.8%
CEG vs WCC
+66.8%
-68.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.3% |
| 7D | +1.3% | +6.8% | -5.5% | -1.0% |
| 30D | +8.8% | -3.0% | +11.9% | +9.9% |
| 3M | +17.0% | +0.2% | +16.8% | +16.2% |
| 6M | -8.7% | +33.2% | -41.9% | -17.2% |
| YTD | -16.4% | +45.8% | -62.2% | -26.8% |
| 1Y | -1.8% | +68.4% | -70.1% | -16.3% |
| All | -1.8% | +66.8% | -68.6% | -16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling