+54.1%
WEC vs CDW
-4.0%
+58.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | +2.3% | +9.3% | -7.0% | +1.7% |
| 30D | +11.1% | +14.4% | -3.3% | +9.9% |
| 3M | +8.4% | +21.4% | -13.0% | +6.8% |
| 6M | +7.5% | +72.8% | -65.3% | +2.5% |
| YTD | +15.3% | +28.0% | -12.7% | +12.4% |
| 1Y | +9.7% | +19.3% | -9.6% | +7.7% |
| 3Y | +64.7% | -15.3% | +80.0% | +65.5% |
| All | +54.1% | -4.0% | +58.1% | +45.7% |
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