+349.6%
WEC vs CNH
+28.6%
+320.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.2% |
| 3M | +10.2% | +4.3% | +6.0% | +9.5% |
| 6M | +4.5% | +10.1% | -5.6% | +3.0% |
| YTD | +15.1% | +23.2% | -8.1% | +12.1% |
| 1Y | +9.4% | +8.5% | +0.9% | +7.7% |
| 3Y | +56.9% | +4.1% | +52.8% | +53.5% |
| 5Y | +54.4% | -17.8% | +72.3% | +52.7% |
| 10Y | +183.5% | +113.3% | +70.2% | +145.0% |
| All | +349.6% | +28.6% | +320.9% | +307.6% |
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