-7.6%
CMG vs WEC
+40.3%
-47.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.5% |
| 7D | -6.5% | +0.4% | -6.9% | -6.5% |
| 30D | +12.1% | +0.9% | +11.2% | +12.0% |
| 3M | +20.6% | -5.3% | +25.9% | +20.8% |
| 6M | +2.1% | -6.6% | +8.7% | +2.4% |
| YTD | -2.6% | +3.3% | -5.9% | -2.8% |
| 1Y | -8.7% | +2.1% | -10.8% | -8.5% |
| All | -7.6% | +40.3% | -47.8% | -3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling