+639.5%
CEG vs WCC
+179.4%
+460.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.9% | +1.0% | +3.6% |
| 7D | +8.0% | +4.5% | +3.6% | +6.5% |
| 30D | +12.9% | -5.8% | +18.7% | +14.9% |
| 3M | +13.2% | -3.7% | +16.8% | +13.9% |
| 6M | -7.0% | +23.1% | -30.0% | -13.7% |
| YTD | -15.0% | +44.2% | -59.2% | -25.2% |
| 1Y | -2.7% | +62.1% | -64.8% | -17.9% |
| 3Y | +184.1% | +121.1% | +62.9% | +112.7% |
| All | +639.5% | +179.4% | +460.0% | +395.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling