+302.5%
WEC vs CNH
+64.7%
+237.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.8% | -1.1% |
| 7D | -0.3% | +23.3% | -23.6% | -2.1% |
| 30D | -1.3% | +33.5% | -34.7% | -3.9% |
| 3M | -3.9% | +32.7% | -36.6% | -6.5% |
| 6M | -8.3% | +22.2% | -30.5% | -10.3% |
| YTD | +3.1% | +57.7% | -54.6% | -1.5% |
| 1Y | +1.9% | +28.0% | -26.0% | -0.9% |
| 3Y | +41.9% | +11.5% | +30.4% | +38.3% |
| 5Y | +30.8% | +11.9% | +18.9% | +26.1% |
| 10Y | +141.9% | +162.8% | -20.9% | +105.6% |
| All | +302.5% | +64.7% | +237.9% | +257.9% |
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