+340.3%
WEC vs CNH
+32.2%
+308.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.8% | -4.8% | -2.3% |
| 7D | -0.2% | -1.7% | +1.5% | 0.0% |
| 30D | +12.3% | -7.2% | +19.5% | +12.9% |
| 3M | +8.3% | +6.5% | +1.7% | +7.3% |
| 6M | +3.5% | +7.9% | -4.4% | +2.2% |
| YTD | +12.7% | +26.6% | -13.9% | +9.6% |
| 1Y | +8.2% | +13.8% | -5.6% | +6.0% |
| 3Y | +55.9% | +9.2% | +46.7% | +51.9% |
| 5Y | +51.2% | -15.6% | +66.8% | +49.2% |
| 10Y | +177.6% | +119.2% | +58.4% | +139.4% |
| All | +340.3% | +32.2% | +308.1% | +298.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling