+5,435.1%
CL vs WEC
+4,455.0%
+980.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | +5.9% | +3.2% | +2.7% | +4.7% |
| 30D | +13.8% | +14.7% | -0.9% | +7.9% |
| 3M | +6.4% | +10.2% | -3.8% | +2.4% |
| 6M | +15.6% | +4.5% | +11.2% | +13.6% |
| YTD | +27.9% | +15.1% | +12.8% | +20.9% |
| 1Y | +31.4% | +9.4% | +22.0% | +26.7% |
| 3Y | +41.4% | +56.9% | -15.5% | +18.1% |
| 5Y | +42.8% | +54.4% | -11.7% | +19.2% |
| 10Y | +79.7% | +183.5% | -103.8% | +18.7% |
| All | +5,435.1% | +4,455.0% | +980.1% | +1,275.4% |
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