+186.4%
COP vs WEC
+31.0%
+155.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | +3.0% | -0.3% | +3.3% | +3.0% |
| 30D | +17.5% | -1.3% | +18.8% | +17.7% |
| 3M | +13.4% | -3.9% | +17.3% | +14.1% |
| 6M | +17.7% | -8.3% | +26.0% | +19.5% |
| YTD | +46.6% | +3.1% | +43.5% | +45.4% |
| 1Y | +44.6% | +1.9% | +42.7% | +43.5% |
| 3Y | +20.7% | +41.9% | -21.2% | +11.0% |
| All | +186.4% | +31.0% | +155.4% | +165.0% |
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 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