+593.1%
CEG vs WEC
+45.4%
+547.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.1% |
| 7D | +12.1% | +2.3% | +9.8% | +11.2% |
| 30D | +0.2% | +11.1% | -10.8% | -3.8% |
| 3M | +0.7% | +8.4% | -7.7% | -2.6% |
| 6M | +2.2% | +7.5% | -5.3% | -0.9% |
| YTD | -20.3% | +15.3% | -35.7% | -24.8% |
| 1Y | -16.1% | +9.7% | -25.8% | -19.3% |
| 3Y | +134.7% | +64.7% | +70.0% | +81.8% |
| All | +593.1% | +45.4% | +547.7% | +515.9% |
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