+35.7%
COF vs WEC
+56.3%
-20.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.2% | +0.5% |
| 7D | -3.4% | +2.3% | -5.7% | -3.9% |
| 30D | +0.4% | +11.1% | -10.7% | -2.3% |
| 3M | -12.5% | +8.4% | -21.0% | -14.4% |
| 6M | +8.3% | +7.5% | +0.8% | +6.1% |
| YTD | -18.6% | +15.3% | -33.9% | -22.1% |
| 1Y | -8.6% | +9.7% | -18.4% | -11.3% |
| 3Y | +94.7% | +64.7% | +30.0% | +62.3% |
| All | +35.7% | +56.3% | -20.6% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling