+73.0%
CF vs WEC
+42.1%
+30.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.1% |
| 7D | +6.0% | -0.3% | +6.3% | +6.1% |
| 30D | +14.8% | -1.3% | +16.1% | +15.0% |
| 3M | +14.1% | -3.9% | +18.0% | +14.7% |
| 6M | +28.5% | -8.3% | +36.8% | +30.0% |
| YTD | +74.9% | +3.1% | +71.9% | +73.2% |
| 1Y | +61.7% | +1.9% | +59.8% | +60.5% |
| All | +73.0% | +42.1% | +30.9% | +56.9% |
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