+185.7%
WEC vs CDW
+325.6%
-139.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.8% | -3.7% | +0.4% |
| 7D | +0.2% | +9.3% | -9.1% | -1.2% |
| 30D | +12.9% | +15.8% | -2.9% | +10.4% |
| 3M | +9.8% | +21.8% | -12.0% | +6.2% |
| 6M | +6.7% | +58.8% | -52.0% | -1.7% |
| YTD | +14.0% | +22.8% | -8.8% | +8.5% |
| 1Y | +7.3% | +17.9% | -10.6% | +2.9% |
| 3Y | +63.8% | -17.4% | +81.2% | +64.2% |
| 5Y | +54.8% | -5.7% | +60.5% | +48.2% |
| 10Y | +185.7% | +319.5% | -133.8% | +135.9% |
| All | +185.7% | +325.6% | -139.9% | +135.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 10y: compounded portfolio wealth divided by compounded CDW 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…
10y analysis · Full analysis span regression · 6 months rolling