+28.7%
COP vs WEC
+60.5%
-31.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.4% |
| 7D | -8.4% | +0.2% | -8.6% | -8.4% |
| 30D | +0.3% | +12.9% | -12.7% | -1.1% |
| 3M | +15.1% | +9.8% | +5.3% | +13.8% |
| 6M | +19.8% | +6.7% | +13.0% | +18.9% |
| YTD | +46.8% | +14.0% | +32.9% | +44.4% |
| 1Y | +59.7% | +7.3% | +52.4% | +58.2% |
| 3Y | +28.7% | +63.8% | -35.1% | +24.0% |
| All | +28.7% | +60.5% | -31.8% | +24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling