+491.1%
COR vs WEC
+197.9%
+293.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.8% | +2.4% |
| 7D | +7.6% | +2.3% | +5.3% | +6.7% |
| 30D | +6.8% | +11.1% | -4.3% | +2.6% |
| 3M | +16.0% | +8.4% | +7.6% | +12.4% |
| 6M | +41.0% | +7.5% | +33.5% | +37.0% |
| YTD | +6.9% | +15.3% | -8.4% | +1.1% |
| 1Y | -1.0% | +9.7% | -10.7% | -4.6% |
| 3Y | +84.6% | +64.7% | +20.0% | +51.9% |
| 5Y | +203.3% | +57.3% | +146.0% | +150.7% |
| All | +491.1% | +197.9% | +293.1% | +359.3% |
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