+27.8%
CL vs WEC
+7.6%
+20.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.8% |
| 7D | +0.5% | +0.2% | +0.3% | +0.4% |
| 30D | +11.6% | +12.9% | -1.3% | +4.6% |
| 3M | +5.6% | +9.8% | -4.2% | +0.3% |
| 6M | +13.2% | +6.7% | +6.4% | +9.3% |
| YTD | +26.9% | +14.0% | +13.0% | +18.7% |
| All | +27.8% | +7.6% | +20.2% | +25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling