+112.0%
CF vs WEC
+51.2%
+60.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.1% |
| 7D | -3.2% | -0.2% | -3.0% | -3.2% |
| 30D | +4.3% | +12.3% | -8.0% | +1.9% |
| 3M | +2.8% | +8.3% | -5.4% | +1.1% |
| 6M | +0.6% | +3.5% | -2.8% | -0.2% |
| YTD | +56.6% | +12.7% | +43.9% | +52.3% |
| 1Y | +49.6% | +8.2% | +41.4% | +46.7% |
| 3Y | +61.5% | +55.9% | +5.6% | +44.7% |
| All | +112.0% | +51.2% | +60.8% | +83.6% |
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