+148.4%
WEC vs CPB
-44.2%
+192.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | +0.4% | -8.0% | +8.4% | +2.7% |
| 30D | +0.9% | -2.4% | +3.3% | +1.4% |
| 3M | -5.3% | +0.5% | -5.9% | -6.1% |
| 6M | -6.6% | -10.5% | +3.9% | -4.3% |
| YTD | +3.3% | -17.5% | +20.8% | +8.1% |
| 1Y | +2.1% | -31.0% | +33.1% | +12.7% |
| 3Y | +39.6% | -40.6% | +80.2% | +59.9% |
| 5Y | +31.2% | -37.7% | +68.9% | +46.5% |
| 10Y | +148.4% | -43.4% | +191.9% | +171.5% |
| All | +148.4% | -44.2% | +192.6% | +171.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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