+61.3%
CFG vs WEC
+55.1%
+6.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +1.6% | -0.7% | +2.3% | +1.9% |
| 30D | +3.3% | +11.0% | -7.7% | -0.3% |
| 3M | -11.5% | +8.6% | -20.2% | -14.0% |
| 6M | +6.2% | +6.2% | +0.1% | +3.9% |
| YTD | +14.3% | +14.3% | 0.0% | +8.7% |
| 1Y | +26.7% | +8.4% | +18.4% | +22.7% |
| 3Y | +187.8% | +62.9% | +124.9% | +135.9% |
| 5Y | +61.3% | +55.8% | +5.5% | +32.4% |
| All | +61.3% | +55.1% | +6.2% | +32.4% |
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