+76.3%
CL vs WEC
+178.6%
-102.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.9% |
| 7D | +0.5% | +0.2% | +0.3% | +0.5% |
| 30D | +11.6% | +12.9% | -1.3% | +5.3% |
| 3M | +5.6% | +9.8% | -4.2% | +0.9% |
| 6M | +13.2% | +6.7% | +6.4% | +9.6% |
| YTD | +26.9% | +14.0% | +13.0% | +19.0% |
| 1Y | +27.3% | +7.3% | +20.0% | +22.8% |
| 3Y | +39.7% | +63.8% | -24.1% | +9.8% |
| 5Y | +41.3% | +54.8% | -13.4% | +12.9% |
| 10Y | +76.3% | +185.7% | -109.4% | +4.2% |
| All | +76.3% | +178.6% | -102.3% | +4.2% |
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