+37.6%
CMS vs WEC
+54.4%
-16.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.6% |
| 7D | +1.7% | +3.2% | -1.6% | -1.2% |
| 30D | +8.6% | +14.7% | -6.0% | -3.9% |
| 3M | -0.5% | +10.2% | -10.7% | -8.9% |
| 6M | -4.2% | +4.5% | -8.6% | -7.9% |
| YTD | +3.4% | +15.1% | -11.7% | -8.8% |
| 1Y | +0.4% | +9.4% | -9.0% | -7.4% |
| 3Y | +38.2% | +56.9% | -18.7% | -8.4% |
| All | +37.6% | +54.4% | -16.9% | -9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling