+459.7%
CMS vs WEC
+3,978.4%
-3,518.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.3% |
| 7D | +0.4% | -0.3% | +0.6% | +0.6% |
| 30D | -3.6% | -1.3% | -2.3% | -2.7% |
| 3M | -1.9% | -3.9% | +2.0% | +1.0% |
| 6M | -11.0% | -8.3% | -2.7% | -5.0% |
| YTD | +0.2% | +3.1% | -2.9% | -1.9% |
| 1Y | -1.3% | +1.9% | -3.3% | -2.7% |
| 3Y | +35.9% | +41.9% | -6.0% | +5.1% |
| 5Y | +23.1% | +30.8% | -7.7% | +1.4% |
| 10Y | +117.9% | +141.9% | -24.0% | +16.3% |
| All | +459.7% | +3,978.4% | -3,518.8% | -33.7% |
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