+4,850.5%
CL vs WEC
+3,978.4%
+872.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.2% |
| 7D | -2.2% | -0.3% | -1.9% | -2.1% |
| 30D | -4.8% | -1.3% | -3.5% | -4.4% |
| 3M | +4.9% | -3.9% | +8.8% | +6.5% |
| 6M | -5.7% | -8.3% | +2.6% | -2.6% |
| YTD | +14.4% | +3.1% | +11.3% | +12.9% |
| 1Y | +8.7% | +1.9% | +6.8% | +7.7% |
| 3Y | +30.0% | +41.9% | -11.9% | +12.8% |
| 5Y | +28.4% | +30.8% | -2.4% | +14.2% |
| 10Y | +50.1% | +141.9% | -91.8% | +5.2% |
| All | +4,850.5% | +3,978.4% | +872.0% | +1,184.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling