+242.0%
COF vs WEC
+146.6%
+95.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -5.1% | -0.6% | -4.6% | -5.0% |
| 30D | -6.0% | -2.6% | -3.4% | -5.3% |
| 3M | +14.8% | -6.0% | +20.9% | +17.0% |
| 6M | +15.3% | -5.4% | +20.8% | +17.0% |
| YTD | -13.0% | +2.5% | -15.5% | -14.3% |
| 1Y | -5.7% | -0.7% | -5.0% | -6.2% |
| 3Y | +118.1% | +38.7% | +79.4% | +90.3% |
| 5Y | +46.2% | +31.7% | +14.6% | +29.0% |
| All | +242.0% | +146.6% | +95.4% | +214.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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