+141.1%
WEC vs CNH
+152.9%
-11.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.6% | +6.6% | +1.6% |
| 7D | +0.8% | +8.8% | -8.0% | 0.0% |
| 30D | +0.3% | +24.7% | -24.3% | -1.9% |
| 3M | -2.9% | +27.3% | -30.3% | -5.4% |
| 6M | -5.9% | +23.2% | -29.1% | -8.2% |
| YTD | +4.1% | +48.9% | -44.8% | -0.3% |
| 1Y | +3.1% | +19.4% | -16.3% | +0.7% |
| 3Y | +40.8% | +7.8% | +33.0% | +37.4% |
| 5Y | +31.7% | +8.7% | +23.0% | +26.8% |
| 10Y | +141.1% | +149.5% | -8.4% | +95.8% |
| All | +141.1% | +152.9% | -11.8% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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