-4.1%
CMG vs WEC
+56.3%
-60.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | +2.5% | +2.3% | +0.1% | +2.2% |
| 30D | +15.6% | +11.1% | +4.5% | +14.2% |
| 3M | +8.2% | +8.4% | -0.3% | +7.1% |
| 6M | +9.9% | +7.5% | +2.4% | +8.9% |
| YTD | -4.6% | +15.3% | -20.0% | -6.4% |
| 1Y | +12.4% | +9.7% | +2.7% | +11.0% |
| 3Y | -18.0% | +64.7% | -82.6% | -22.5% |
| All | -4.1% | +56.3% | -60.4% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling