+54.1%
WEC vs CPB
-33.2%
+87.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.3% | +0.1% |
| 7D | +2.3% | -1.6% | +3.9% | +2.7% |
| 30D | +11.1% | +19.2% | -8.1% | +6.0% |
| 3M | +8.4% | -0.9% | +9.4% | +8.3% |
| 6M | +7.5% | +15.2% | -7.7% | +2.5% |
| YTD | +15.3% | -13.1% | +28.4% | +18.7% |
| 1Y | +9.7% | -22.4% | +32.2% | +17.0% |
| 3Y | +64.7% | -35.3% | +100.0% | +83.6% |
| All | +54.1% | -33.2% | +87.4% | +62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling