+104.3%
CEG vs WEC
+53.8%
+50.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.1% | +6.4% | +4.4% |
| 7D | -4.7% | -0.2% | -4.6% | -4.8% |
| 30D | -16.6% | +12.3% | -28.9% | -17.4% |
| 3M | -4.1% | +8.3% | -12.4% | -5.0% |
| 6M | -22.3% | +3.5% | -25.8% | -22.8% |
| YTD | -28.9% | +12.7% | -41.7% | -29.1% |
| 1Y | -28.5% | +8.2% | -36.6% | -28.8% |
| 3Y | +104.3% | +55.9% | +48.4% | +106.7% |
| All | +104.3% | +53.8% | +50.5% | +106.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling