+362.4%
CFG vs WEC
+260.8%
+101.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | +1.5% | -0.3% | +1.8% | +1.6% |
| 30D | -3.8% | -1.3% | -2.5% | -3.6% |
| 3M | +11.5% | -3.9% | +15.4% | +12.4% |
| 6M | +19.2% | -8.3% | +27.5% | +21.3% |
| YTD | +23.7% | +3.1% | +20.6% | +22.7% |
| 1Y | +38.8% | +1.9% | +36.9% | +37.9% |
| 3Y | +178.9% | +41.9% | +137.0% | +156.6% |
| 5Y | +101.8% | +30.8% | +71.0% | +87.8% |
| 10Y | +317.3% | +141.9% | +175.3% | +304.2% |
| All | +362.4% | +260.8% | +101.6% | +316.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling