-6.3%
CI vs WEC
+3.0%
-9.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.4% |
| 7D | -2.0% | +0.8% | -2.8% | -2.5% |
| 30D | -1.8% | +0.3% | -2.2% | -2.1% |
| 3M | -4.2% | -2.9% | -1.3% | -2.7% |
| 6M | +2.7% | -5.9% | +8.6% | +6.0% |
| YTD | +1.9% | +4.1% | -2.2% | -3.3% |
| 1Y | -6.3% | +3.1% | -9.4% | -4.1% |
| All | -6.3% | +3.0% | -9.2% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling