+54.1%
WEC vs CP
+25.5%
+28.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +2.3% | +2.1% | +0.2% | +1.8% |
| 30D | +11.1% | +9.3% | +1.7% | +8.8% |
| 3M | +8.4% | +0.5% | +8.0% | +8.2% |
| 6M | +7.5% | +10.4% | -2.9% | +4.9% |
| YTD | +15.3% | +28.7% | -13.4% | +8.4% |
| 1Y | +9.7% | +33.2% | -23.4% | +2.2% |
| 3Y | +64.7% | +38.4% | +26.2% | +47.2% |
| All | +54.1% | +25.5% | +28.6% | +38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling