+4,410.0%
WEC vs CPB
+361.0%
+4,049.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.4% |
| 7D | +0.2% | +3.3% | -3.0% | -0.6% |
| 30D | +12.9% | +19.0% | -6.1% | +8.2% |
| 3M | +9.8% | +0.4% | +9.4% | +9.2% |
| 6M | +6.7% | +13.0% | -6.2% | +2.9% |
| YTD | +14.0% | -12.7% | +26.7% | +16.4% |
| 1Y | +7.3% | -20.9% | +28.2% | +12.1% |
| 3Y | +63.8% | -35.4% | +99.2% | +78.2% |
| 5Y | +54.8% | -32.3% | +87.0% | +65.6% |
| 10Y | +185.7% | -40.5% | +226.2% | +207.9% |
| All | +4,410.0% | +361.0% | +4,049.0% | +3,310.6% |
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