+420.3%
WEC vs CG
+300.6%
+119.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | 0.0% |
| 7D | +1.4% | +2.0% | -0.6% | +1.2% |
| 30D | +12.8% | +8.5% | +4.3% | +11.9% |
| 3M | +11.2% | -12.1% | +23.4% | +12.3% |
| 6M | +6.6% | -16.4% | +23.0% | +8.0% |
| YTD | +13.8% | -28.0% | +41.8% | +16.4% |
| 1Y | +7.6% | -18.9% | +26.5% | +8.8% |
| 3Y | +62.2% | +51.2% | +11.0% | +51.7% |
| 5Y | +52.0% | -15.9% | +67.8% | +47.5% |
| 10Y | +189.4% | +305.9% | -116.5% | +143.4% |
| All | +420.3% | +300.6% | +119.8% | +329.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling