-4.2%
CTVA vs WEC
+9.5%
-13.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.2% |
| 7D | -20.8% | +2.3% | -23.1% | -21.6% |
| 30D | -29.6% | +11.1% | -40.7% | -32.8% |
| 3M | -16.9% | +8.4% | -25.3% | -20.4% |
| 6M | -24.3% | +7.5% | -31.8% | -27.1% |
| YTD | -5.6% | +15.3% | -20.9% | -13.3% |
| 1Y | -4.2% | +9.7% | -13.9% | -10.7% |
| All | -4.2% | +9.5% | -13.7% | -10.7% |
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 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