+300.2%
WEC vs CDW
+903.1%
-602.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | -0.3% | +3.2% | -3.4% | -0.7% |
| 30D | -1.3% | +9.3% | -10.6% | -2.7% |
| 3M | -3.9% | +9.8% | -13.7% | -5.6% |
| 6M | -8.3% | +23.3% | -31.7% | -12.3% |
| YTD | +3.1% | +13.7% | -10.6% | -0.3% |
| 1Y | +1.9% | -6.5% | +8.4% | +1.6% |
| 3Y | +41.9% | -25.2% | +67.2% | +44.7% |
| 5Y | +30.8% | -19.5% | +50.3% | +29.5% |
| 10Y | +141.9% | +285.8% | -143.9% | +86.6% |
| All | +300.2% | +903.1% | -602.9% | +187.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling