+189.4%
WEC vs CP
+255.2%
-65.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | -0.1% |
| 7D | +1.4% | +2.8% | -1.4% | +0.7% |
| 30D | +12.8% | +11.0% | +1.7% | +9.9% |
| 3M | +11.2% | +3.8% | +7.4% | +10.1% |
| 6M | +6.6% | +9.5% | -2.9% | +4.1% |
| YTD | +13.8% | +28.2% | -14.4% | +6.6% |
| 1Y | +7.6% | +33.0% | -25.3% | -0.2% |
| 3Y | +62.2% | +35.5% | +26.7% | +46.8% |
| 5Y | +52.0% | +25.8% | +26.2% | +38.9% |
| 10Y | +189.4% | +250.7% | -61.4% | +116.8% |
| All | +189.4% | +255.2% | -65.8% | +116.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling