+340.2%
COP vs WEC
+141.2%
+199.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +2.0% | +1.3% |
| 7D | -0.5% | +0.4% | -0.9% | -0.6% |
| 30D | +11.7% | +0.9% | +10.8% | +11.5% |
| 3M | +17.7% | -5.3% | +23.0% | +18.9% |
| 6M | +18.3% | -6.6% | +24.9% | +19.8% |
| YTD | +49.1% | +3.3% | +45.8% | +47.8% |
| 1Y | +53.3% | +2.1% | +51.3% | +52.2% |
| 3Y | +22.2% | +39.6% | -17.4% | +12.7% |
| 5Y | +193.3% | +31.2% | +162.1% | +172.6% |
| 10Y | +340.2% | +148.4% | +191.8% | +299.9% |
| All | +340.2% | +141.2% | +199.1% | +299.9% |
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