+105.1%
CTVA vs WEC
+30.7%
+74.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.0% |
| 7D | -5.8% | +0.4% | -6.2% | -5.9% |
| 30D | +11.1% | +0.9% | +10.2% | +10.6% |
| 3M | +13.2% | -5.3% | +18.6% | +15.3% |
| 6M | +8.7% | -6.6% | +15.3% | +11.1% |
| YTD | +27.3% | +3.3% | +24.0% | +25.6% |
| 1Y | +18.0% | +2.1% | +15.9% | +16.9% |
| 3Y | +76.5% | +39.6% | +36.9% | +55.5% |
| 5Y | +105.1% | +31.2% | +73.9% | +72.5% |
| All | +105.1% | +30.7% | +74.4% | +72.5% |
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