-0.6%
CMS vs WEC
+6.8%
-7.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.7% | +0.5% |
| 7D | -0.5% | -0.2% | -0.3% | -0.4% |
| 30D | +7.2% | +12.3% | -5.1% | -3.5% |
| 3M | -1.3% | +8.3% | -9.5% | -8.2% |
| 6M | -4.3% | +3.5% | -7.8% | -7.2% |
| YTD | +2.1% | +12.7% | -10.6% | -9.1% |
| 1Y | -0.6% | +8.2% | -8.8% | -7.3% |
| All | -0.6% | +6.8% | -7.4% | -7.3% |
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