+5,862.8%
COF vs WEC
+2,566.6%
+3,296.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | +1.8% | -0.3% | +2.1% | +1.9% |
| 30D | -0.6% | -1.3% | +0.7% | 0.0% |
| 3M | +20.3% | -3.9% | +24.2% | +22.2% |
| 6M | +13.0% | -8.3% | +21.3% | +17.1% |
| YTD | -8.3% | +3.1% | -11.4% | -10.3% |
| 1Y | -1.5% | +1.9% | -3.4% | -3.3% |
| 3Y | +122.3% | +41.9% | +80.3% | +82.4% |
| 5Y | +52.5% | +30.8% | +21.7% | +28.2% |
| 10Y | +264.9% | +141.9% | +123.0% | +111.1% |
| All | +5,862.8% | +2,566.6% | +3,296.1% | +1,008.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling