+142.1%
WEC vs CG
+321.9%
-179.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.5% |
| 7D | -1.3% | -9.8% | +8.5% | -0.4% |
| 30D | -0.4% | -10.3% | +9.9% | +0.5% |
| 3M | -6.8% | -1.7% | -5.1% | -6.8% |
| 6M | -6.4% | -9.8% | +3.4% | -5.8% |
| YTD | +2.5% | -25.6% | +28.1% | +4.8% |
| 1Y | -0.4% | -32.5% | +32.1% | +2.6% |
| 3Y | +38.5% | +45.6% | -7.1% | +28.9% |
| 5Y | +31.7% | +3.7% | +28.0% | +24.2% |
| All | +142.1% | +321.9% | -179.8% | +105.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling