+58.5%
COP vs WEC
+7.4%
+51.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.8% |
| 7D | -6.1% | +1.4% | -7.5% | -6.2% |
| 30D | +1.1% | +12.8% | -11.7% | -0.1% |
| 3M | +10.9% | +11.2% | -0.3% | +9.6% |
| 6M | +20.8% | +6.6% | +14.1% | +20.3% |
| YTD | +48.0% | +13.8% | +34.2% | +45.0% |
| 1Y | +58.5% | +7.6% | +50.9% | +53.5% |
| All | +58.5% | +7.4% | +51.1% | +53.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling