+4,100.0%
CMG vs WEC
+884.1%
+3,215.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | -2.8% | -0.3% | -2.5% | -2.8% |
| 30D | +7.1% | -1.3% | +8.4% | +7.5% |
| 3M | +31.2% | -3.9% | +35.1% | +32.5% |
| 6M | +0.7% | -8.3% | +9.0% | +2.9% |
| YTD | -0.1% | +3.1% | -3.2% | -1.4% |
| 1Y | -10.7% | +1.9% | -12.7% | -11.6% |
| 3Y | -4.7% | +41.9% | -46.6% | -15.1% |
| 5Y | -3.8% | +30.8% | -34.5% | -13.3% |
| 10Y | +352.5% | +141.9% | +210.6% | +193.9% |
| All | +4,100.0% | +884.1% | +3,215.9% | +1,041.7% |
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