+582.9%
CEG vs WEC
+43.6%
+539.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +1.1% | +9.4% | +10.1% |
| 7D | +7.3% | +0.2% | +7.1% | +7.1% |
| 30D | -7.4% | +12.9% | -20.3% | -11.7% |
| 3M | +2.5% | +9.8% | -7.3% | -1.4% |
| 6M | -8.8% | +6.7% | -15.5% | -11.4% |
| YTD | -21.5% | +14.0% | -35.5% | -25.5% |
| 1Y | -22.5% | +7.3% | -29.9% | -24.9% |
| 3Y | +133.3% | +63.8% | +69.5% | +80.7% |
| All | +582.9% | +43.6% | +539.2% | +509.4% |
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