+518.2%
CEG vs WEC
+42.1%
+476.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.1% | +6.4% | +5.0% |
| 7D | -4.7% | -0.2% | -4.6% | -4.8% |
| 30D | -16.6% | +12.3% | -28.9% | -20.4% |
| 3M | -4.1% | +8.3% | -12.4% | -7.3% |
| 6M | -22.3% | +3.5% | -25.8% | -23.7% |
| YTD | -28.9% | +12.7% | -41.7% | -32.4% |
| 1Y | -28.5% | +8.2% | -36.6% | -30.9% |
| 3Y | +104.3% | +55.9% | +48.4% | +63.0% |
| All | +518.2% | +42.1% | +476.2% | +453.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling