+4,360.7%
WEC vs CP
+7,734.8%
-3,374.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.8% |
| 7D | -0.2% | +2.8% | -2.9% | -0.6% |
| 30D | +12.3% | +10.2% | +2.1% | +10.5% |
| 3M | +8.3% | +2.4% | +5.9% | +7.8% |
| 6M | +3.5% | +7.7% | -4.2% | +2.1% |
| YTD | +12.7% | +26.0% | -13.3% | +8.1% |
| 1Y | +8.2% | +34.6% | -26.5% | +2.5% |
| 3Y | +55.9% | +26.7% | +29.2% | +47.9% |
| 5Y | +51.2% | +24.9% | +26.3% | +43.1% |
| 10Y | +177.6% | +258.6% | -81.0% | +118.2% |
| All | +4,360.7% | +7,734.8% | -3,374.1% | +2,194.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling