+89.6%
CL vs WEC
+197.9%
-108.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.4% |
| 7D | +3.2% | +2.3% | +0.9% | +2.1% |
| 30D | +8.0% | +11.1% | -3.0% | +2.8% |
| 3M | +7.9% | +8.4% | -0.6% | +3.7% |
| 6M | +14.7% | +7.5% | +7.2% | +10.7% |
| YTD | +29.2% | +15.3% | +13.8% | +20.4% |
| 1Y | +29.5% | +9.7% | +19.8% | +23.6% |
| 3Y | +40.7% | +64.7% | -24.0% | +10.3% |
| 5Y | +43.9% | +57.3% | -13.4% | +14.1% |
| All | +89.6% | +197.9% | -108.3% | +12.7% |
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