+185.7%
WEC vs CP
+261.0%
-75.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.6% |
| 7D | +0.2% | +2.8% | -2.6% | -0.5% |
| 30D | +12.9% | +11.3% | +1.6% | +10.0% |
| 3M | +9.8% | +2.9% | +6.9% | +8.9% |
| 6M | +6.7% | +9.8% | -3.0% | +4.1% |
| YTD | +14.0% | +28.5% | -14.6% | +6.6% |
| 1Y | +7.3% | +33.5% | -26.2% | -0.6% |
| 3Y | +63.8% | +31.9% | +31.9% | +49.4% |
| 5Y | +54.8% | +25.5% | +29.3% | +41.6% |
| 10Y | +185.7% | +257.6% | -71.9% | +115.2% |
| All | +185.7% | +261.0% | -75.3% | +115.2% |
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