+57.8%
WEC vs CNH
-17.0%
+74.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | +0.5% |
| 7D | +3.2% | -0.4% | +3.6% | +3.2% |
| 30D | +14.7% | -15.2% | +29.9% | +16.1% |
| 3M | +10.2% | +4.3% | +6.0% | +9.4% |
| 6M | +4.5% | +10.1% | -5.6% | +2.9% |
| YTD | +15.1% | +23.2% | -8.1% | +11.9% |
| 1Y | +9.4% | +8.5% | +0.9% | +7.6% |
| 3Y | +56.9% | +4.1% | +52.8% | +53.1% |
| All | +57.8% | -17.0% | +74.7% | +54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling