+3,978.4%
WEC vs CPB
+325.7%
+3,652.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | +0.1% |
| 7D | -0.3% | -8.6% | +8.3% | +1.8% |
| 30D | -1.3% | -7.2% | +6.0% | +0.3% |
| 3M | -3.9% | +0.9% | -4.8% | -4.6% |
| 6M | -8.3% | -11.8% | +3.5% | -6.2% |
| YTD | +3.1% | -19.4% | +22.5% | +7.5% |
| 1Y | +1.9% | -30.4% | +32.3% | +9.9% |
| 3Y | +41.9% | -40.2% | +82.1% | +57.5% |
| 5Y | +30.8% | -39.5% | +70.3% | +44.0% |
| 10Y | +141.9% | -47.4% | +189.3% | +168.8% |
| All | +3,978.4% | +325.7% | +3,652.7% | +3,050.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling