-1.4%
CMS vs WEC
+6.8%
-8.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | -0.1% | -0.3% |
| 7D | -1.3% | -0.2% | -1.1% | -1.2% |
| 30D | +6.3% | +12.3% | -6.0% | -4.3% |
| 3M | -2.1% | +8.3% | -10.3% | -8.9% |
| 6M | -5.1% | +3.5% | -8.6% | -7.9% |
| YTD | +1.3% | +12.7% | -11.5% | -9.9% |
| 1Y | -1.4% | +8.2% | -9.6% | -8.1% |
| All | -1.4% | +6.8% | -8.2% | -8.1% |
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