+0.4%
CMS vs WEC
+9.7%
-9.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -0.9% | -0.7% |
| 7D | +4.1% | +6.9% | -2.8% | -2.0% |
| 30D | +10.9% | +16.6% | -5.7% | -3.4% |
| 3M | -0.2% | +9.1% | -9.3% | -7.7% |
| 6M | -4.7% | +3.2% | -7.9% | -7.2% |
| YTD | +3.9% | +14.9% | -11.0% | -8.9% |
| 1Y | +0.4% | +9.2% | -8.8% | -7.0% |
| All | +0.4% | +9.7% | -9.3% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling