+639.7%
CEG vs WEC
+31.3%
+608.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | -0.4% |
| 7D | +6.7% | +0.8% | +5.9% | +6.3% |
| 30D | +11.0% | +0.3% | +10.6% | +10.7% |
| 3M | +19.5% | -2.9% | +22.4% | +20.5% |
| 6M | -5.9% | -5.9% | +0.1% | -3.9% |
| YTD | -15.0% | +4.1% | -19.1% | -16.4% |
| 1Y | +0.6% | +3.1% | -2.5% | -1.0% |
| 3Y | +180.6% | +40.8% | +139.8% | +134.5% |
| All | +639.7% | +31.3% | +608.4% | +584.0% |
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