+185.7%
WEC vs CNH
+134.0%
+51.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +10.9% | -9.8% | +0.1% |
| 7D | +0.2% | +8.6% | -8.3% | -0.6% |
| 30D | +12.9% | +12.6% | +0.4% | +11.7% |
| 3M | +9.8% | +17.5% | -7.7% | +7.8% |
| 6M | +6.7% | +18.1% | -11.4% | +4.5% |
| YTD | +14.0% | +40.4% | -26.4% | +9.5% |
| 1Y | +7.3% | +34.0% | -26.7% | +3.5% |
| 3Y | +63.8% | +35.3% | +28.5% | +56.1% |
| 5Y | +54.8% | -5.1% | +59.8% | +50.8% |
| 10Y | +185.7% | +124.0% | +61.7% | +149.9% |
| All | +185.7% | +134.0% | +51.8% | +149.9% |
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