+506.9%
WEC vs CPAY
+1,533.9%
-1,027.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -0.8% |
| 7D | -1.3% | -2.7% | +1.4% | -0.9% |
| 30D | -0.4% | +0.6% | -1.0% | -0.5% |
| 3M | -6.8% | +17.0% | -23.8% | -8.8% |
| 6M | -6.4% | +24.1% | -30.5% | -9.4% |
| YTD | +2.5% | +35.7% | -33.2% | -2.5% |
| 1Y | -0.4% | +34.0% | -34.4% | -5.3% |
| 3Y | +38.5% | +50.3% | -11.7% | +27.7% |
| 5Y | +31.7% | +56.7% | -25.0% | +18.9% |
| 10Y | +146.6% | +153.9% | -7.4% | +105.4% |
| All | +506.9% | +1,533.9% | -1,027.0% | +282.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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