+33.6%
WEC vs CDW
-19.1%
+52.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | -0.3% | +3.2% | -3.4% | -0.5% |
| 30D | -1.3% | +9.3% | -10.6% | -1.9% |
| 3M | -3.9% | +9.8% | -13.7% | -4.7% |
| 6M | -8.3% | +23.3% | -31.7% | -10.3% |
| YTD | +3.1% | +13.7% | -10.6% | +1.5% |
| 1Y | +1.9% | -6.5% | +8.4% | +2.3% |
| 3Y | +41.9% | -25.2% | +67.2% | +44.1% |
| All | +33.6% | -19.1% | +52.7% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling