+308.6%
CFG vs WEC
+143.0%
+165.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.4% |
| 7D | +2.7% | +0.8% | +1.9% | +2.5% |
| 30D | -3.7% | +0.3% | -4.0% | -3.8% |
| 3M | +9.5% | -2.9% | +12.4% | +10.2% |
| 6M | +22.2% | -5.9% | +28.2% | +24.0% |
| YTD | +22.3% | +4.1% | +18.2% | +20.8% |
| 1Y | +39.4% | +3.1% | +36.3% | +37.9% |
| 3Y | +188.5% | +40.8% | +147.7% | +161.6% |
| 5Y | +101.5% | +31.7% | +69.8% | +84.6% |
| 10Y | +308.6% | +141.1% | +167.5% | +327.6% |
| All | +308.6% | +143.0% | +165.6% | +327.6% |
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 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