+142.0%
WEC vs CGNX
+193.6%
-51.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -0.4% |
| 7D | -0.6% | +3.2% | -3.7% | -0.9% |
| 30D | -2.6% | +6.0% | -8.6% | -3.2% |
| 3M | -6.0% | +3.5% | -9.6% | -6.7% |
| 6M | -5.4% | +26.3% | -31.7% | -8.2% |
| YTD | +2.5% | +79.2% | -76.8% | -4.7% |
| 1Y | -0.7% | +43.8% | -44.5% | -5.8% |
| 3Y | +38.7% | +52.0% | -13.2% | +27.9% |
| 5Y | +31.7% | -24.0% | +55.7% | +30.9% |
| All | +142.0% | +193.6% | -51.6% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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