+54.5%
WEC vs CDW
-10.5%
+65.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.0% |
| 7D | -0.2% | +2.1% | -2.3% | -0.4% |
| 30D | +12.3% | +14.7% | -2.5% | +11.2% |
| 3M | +8.3% | +11.1% | -2.9% | +7.2% |
| 6M | +3.5% | +45.6% | -42.1% | 0.0% |
| YTD | +12.7% | +17.1% | -4.4% | +10.5% |
| 1Y | +8.2% | +13.2% | -5.0% | +6.4% |
| 3Y | +55.9% | -22.2% | +78.1% | +57.5% |
| All | +54.5% | -10.5% | +65.0% | +45.4% |
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