+231.7%
CTVA vs WEC
+62.5%
+169.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.6% |
| 7D | +4.9% | -0.3% | +5.2% | +5.0% |
| 30D | +11.9% | -1.3% | +13.2% | +12.3% |
| 3M | +13.7% | -3.9% | +17.6% | +15.2% |
| 6M | +13.1% | -8.3% | +21.5% | +16.4% |
| YTD | +32.0% | +3.1% | +28.9% | +30.3% |
| 1Y | +22.1% | +1.9% | +20.1% | +21.0% |
| 3Y | +77.5% | +41.9% | +35.6% | +55.4% |
| 5Y | +106.3% | +30.8% | +75.5% | +84.0% |
| All | +231.7% | +62.5% | +169.2% | +217.4% |
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