+17,451.9%
COR vs WEC
+2,349.0%
+15,102.9%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.1% | -1.6% |
| 7D | +2.8% | -0.3% | +3.0% | +2.9% |
| 30D | +4.5% | -1.3% | +5.8% | +4.9% |
| 3M | +22.7% | -3.9% | +26.6% | +24.3% |
| 6M | -9.7% | -8.3% | -1.4% | -7.0% |
| YTD | -1.4% | +3.1% | -4.5% | -2.6% |
| 1Y | +13.9% | +1.9% | +12.0% | +12.9% |
| 3Y | +94.0% | +41.9% | +52.0% | +69.9% |
| 5Y | +184.0% | +30.8% | +153.2% | +153.4% |
| 10Y | +406.8% | +141.9% | +264.8% | +258.0% |
| All | +17,451.9% | +2,349.0% | +15,102.9% | +5,667.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling