+195.2%
WEC vs CNH
+107.0%
+88.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +0.4% |
| 7D | -0.7% | +6.4% | -7.1% | -1.3% |
| 30D | +11.0% | -1.6% | +12.6% | +11.0% |
| 3M | +8.6% | +11.6% | -2.9% | +7.1% |
| 6M | +6.2% | +12.5% | -6.4% | +4.4% |
| YTD | +14.3% | +31.1% | -16.8% | +10.4% |
| 1Y | +8.4% | +17.0% | -8.6% | +5.8% |
| 3Y | +62.9% | +28.7% | +34.1% | +55.8% |
| 5Y | +55.8% | -17.4% | +73.2% | +53.8% |
| All | +195.2% | +107.0% | +88.1% | +160.1% |
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