+139.7%
WEC vs CP
+222.0%
-82.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -0.3% | -2.7% | +2.4% | +0.4% |
| 30D | -1.3% | +0.2% | -1.5% | -1.4% |
| 3M | -3.9% | +2.6% | -6.5% | -4.6% |
| 6M | -8.3% | +6.0% | -14.3% | -9.9% |
| YTD | +3.1% | +24.9% | -21.9% | -2.9% |
| 1Y | +1.9% | +20.1% | -18.2% | -3.1% |
| 3Y | +41.9% | +16.4% | +25.5% | +34.0% |
| 5Y | +30.8% | +31.7% | -1.0% | +18.0% |
| All | +139.7% | +222.0% | -82.3% | +78.5% |
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