+337.7%
WEC vs CDW
+933.5%
-595.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.0% |
| 7D | -0.2% | +2.1% | -2.3% | -0.6% |
| 30D | +12.3% | +14.7% | -2.5% | +9.9% |
| 3M | +8.3% | +11.1% | -2.9% | +6.1% |
| 6M | +3.5% | +45.6% | -42.1% | -3.2% |
| YTD | +12.7% | +17.1% | -4.4% | +8.2% |
| 1Y | +8.2% | +13.2% | -5.0% | +4.4% |
| 3Y | +55.9% | -22.2% | +78.1% | +57.5% |
| 5Y | +51.2% | -10.1% | +61.4% | +46.4% |
| 10Y | +177.6% | +307.0% | -129.3% | +111.9% |
| All | +337.7% | +933.5% | -595.8% | +211.8% |
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