+63.5%
CFG vs WEC
+54.4%
+9.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.2% |
| 7D | -2.2% | +3.2% | -5.4% | -3.2% |
| 30D | +0.4% | +14.7% | -14.3% | -4.1% |
| 3M | -12.6% | +10.2% | -22.8% | -15.4% |
| 6M | +0.6% | +4.5% | -3.9% | -1.0% |
| YTD | +12.4% | +15.1% | -2.7% | +6.8% |
| 1Y | +27.7% | +9.4% | +18.3% | +23.3% |
| 3Y | +172.4% | +56.9% | +115.5% | +126.9% |
| All | +63.5% | +54.4% | +9.1% | +35.5% |
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