+1.4%
CI vs WEC
+53.8%
-52.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -1.7% |
| 7D | -1.6% | -0.2% | -1.4% | -1.5% |
| 30D | +5.4% | +12.3% | -6.9% | +0.1% |
| 3M | +7.3% | +8.3% | -1.0% | +3.4% |
| 6M | +5.3% | +3.5% | +1.8% | +3.6% |
| YTD | +8.5% | +12.7% | -4.2% | +2.5% |
| 1Y | +17.1% | +8.2% | +8.9% | +12.8% |
| 3Y | +1.4% | +55.9% | -54.5% | -11.9% |
| All | +1.4% | +53.8% | -52.4% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling