+77.2%
CL vs WEC
+182.1%
-104.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.2% |
| 7D | +5.9% | +3.2% | +2.7% | +4.4% |
| 30D | +13.8% | +14.7% | -0.9% | +6.6% |
| 3M | +6.4% | +10.2% | -3.8% | +1.5% |
| 6M | +15.6% | +4.5% | +11.2% | +13.1% |
| YTD | +27.9% | +15.1% | +12.8% | +19.3% |
| 1Y | +31.4% | +9.4% | +22.0% | +25.6% |
| 3Y | +41.4% | +56.9% | -15.5% | +13.3% |
| 5Y | +42.8% | +54.4% | -11.7% | +14.1% |
| All | +77.2% | +182.1% | -104.9% | +5.5% |
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