+237.0%
CFG vs WEC
+178.6%
+58.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +2.6% |
| 7D | +0.3% | +0.2% | 0.0% | +0.2% |
| 30D | +3.2% | +12.9% | -9.7% | -0.1% |
| 3M | -9.7% | +9.8% | -19.5% | -12.0% |
| 6M | +3.6% | +6.7% | -3.1% | +1.7% |
| YTD | +14.7% | +14.0% | +0.7% | +10.4% |
| 1Y | +29.6% | +7.3% | +22.2% | +26.7% |
| 3Y | +190.6% | +63.8% | +126.8% | +152.2% |
| 5Y | +67.1% | +54.8% | +12.3% | +46.6% |
| 10Y | +237.0% | +185.7% | +51.3% | +267.1% |
| All | +237.0% | +178.6% | +58.4% | +267.1% |
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