+192.6%
CFG vs WEC
+62.7%
+129.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | -0.8% | -0.5% | -0.2% | -0.6% |
| 30D | +3.1% | +12.0% | -8.8% | -0.3% |
| 3M | -9.7% | +11.1% | -20.8% | -12.5% |
| 6M | +6.7% | +6.0% | +0.7% | +4.7% |
| YTD | +15.2% | +14.3% | +0.9% | +10.1% |
| 1Y | +28.8% | +8.0% | +20.8% | +25.3% |
| All | +192.6% | +62.7% | +129.9% | +127.2% |
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