+3,909.1%
CMG vs WEC
+1,001.3%
+2,907.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | +2.5% | +2.3% | +0.1% | +1.8% |
| 30D | +15.6% | +11.1% | +4.5% | +12.3% |
| 3M | +8.2% | +8.4% | -0.3% | +5.7% |
| 6M | +9.9% | +7.5% | +2.4% | +7.5% |
| YTD | -4.6% | +15.3% | -20.0% | -8.7% |
| 1Y | +12.4% | +9.7% | +2.7% | +9.2% |
| 3Y | -18.0% | +64.7% | -82.6% | -29.8% |
| 5Y | -5.3% | +57.3% | -62.6% | -19.1% |
| 10Y | +344.2% | +195.9% | +148.4% | +168.7% |
| All | +3,909.1% | +1,001.3% | +2,907.8% | +956.6% |
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 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