+470.7%
CF vs WEC
+195.2%
+275.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +5.4% | -0.7% | +6.1% | +5.5% |
| 30D | +6.5% | +11.0% | -4.4% | +4.2% |
| 3M | +4.6% | +8.6% | -4.0% | +2.7% |
| 6M | -3.3% | +6.2% | -9.5% | -4.7% |
| YTD | +63.9% | +14.3% | +49.6% | +58.8% |
| 1Y | +50.4% | +8.4% | +42.1% | +47.4% |
| 3Y | +68.2% | +62.9% | +5.4% | +49.7% |
| 5Y | +113.8% | +55.8% | +58.0% | +90.7% |
| All | +470.7% | +195.2% | +275.5% | +439.1% |
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