+64.7%
WEC vs CNH
+29.5%
+35.2%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +2.3% | +3.0% | -0.7% | +2.1% |
| 30D | +11.1% | -0.6% | +11.6% | +11.0% |
| 3M | +8.4% | +14.6% | -6.2% | +7.0% |
| 6M | +7.5% | +11.8% | -4.3% | +6.1% |
| YTD | +15.3% | +30.4% | -15.1% | +12.5% |
| 1Y | +9.7% | +19.1% | -9.3% | +7.7% |
| 3Y | +64.7% | +30.2% | +34.5% | +55.1% |
| All | +64.7% | +29.5% | +35.2% | +55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling