+3,955.7%
WEC vs CGNX
+12,360.6%
-8,404.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -1.3% | +1.5% | -2.7% | -1.3% |
| 30D | -0.4% | -1.8% | +1.4% | -0.3% |
| 3M | -6.8% | +5.3% | -12.0% | -7.3% |
| 6M | -6.4% | +22.3% | -28.7% | -7.8% |
| YTD | +2.5% | +72.2% | -69.7% | -1.4% |
| 1Y | -0.4% | +39.8% | -40.2% | -3.2% |
| 3Y | +38.5% | +44.8% | -6.3% | +33.0% |
| 5Y | +31.7% | -27.0% | +58.7% | +30.4% |
| 10Y | +146.6% | +177.7% | -31.1% | +123.8% |
| All | +3,955.7% | +12,360.6% | -8,404.9% | +2,961.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling