+41.0%
WEC vs CPB
-40.7%
+81.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | 0.0% |
| 7D | -0.3% | -8.6% | +8.3% | +1.6% |
| 30D | -1.3% | -7.2% | +6.0% | +0.2% |
| 3M | -3.9% | +0.9% | -4.8% | -4.7% |
| 6M | -8.3% | -11.8% | +3.5% | -6.1% |
| YTD | +3.1% | -19.4% | +22.5% | +7.9% |
| 1Y | +1.9% | -30.4% | +32.3% | +11.1% |
| All | +41.0% | -40.7% | +81.8% | +61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling