+42.5%
CI vs WEC
+31.0%
+11.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.0% |
| 7D | +1.3% | -0.3% | +1.6% | +1.4% |
| 30D | +4.4% | -1.3% | +5.7% | +5.0% |
| 3M | +0.7% | -3.9% | +4.6% | +2.3% |
| 6M | +0.3% | -8.3% | +8.7% | +3.8% |
| YTD | +3.8% | +3.1% | +0.8% | +2.4% |
| 1Y | -5.5% | +1.9% | -7.4% | -6.2% |
| 3Y | +8.1% | +41.9% | -33.8% | -4.8% |
| All | +42.5% | +31.0% | +11.6% | +24.8% |
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 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