+141.0%
CI vs WEC
+141.2%
-0.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +1.2% |
| 7D | -1.1% | +0.4% | -1.5% | -1.3% |
| 30D | +0.5% | +0.9% | -0.4% | +0.1% |
| 3M | -5.2% | -5.3% | +0.1% | -3.2% |
| 6M | +4.3% | -6.6% | +10.9% | +7.0% |
| YTD | +2.8% | +3.3% | -0.5% | +1.3% |
| 1Y | -5.8% | +2.1% | -7.9% | -6.6% |
| 3Y | +4.7% | +39.6% | -34.8% | -7.9% |
| 5Y | +42.7% | +31.2% | +11.5% | +27.3% |
| 10Y | +141.0% | +148.4% | -7.5% | +102.0% |
| All | +141.0% | +141.2% | -0.2% | +102.0% |
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