+18,237.3%
COR vs WEC
+2,608.1%
+15,629.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.3% |
| 7D | +2.3% | +0.2% | +2.1% | +2.3% |
| 30D | +6.8% | +12.9% | -6.2% | +2.2% |
| 3M | +8.1% | +9.8% | -1.7% | +4.4% |
| 6M | +33.0% | +6.7% | +26.3% | +29.8% |
| YTD | +3.0% | +14.0% | -11.0% | -1.9% |
| 1Y | -3.4% | +7.3% | -10.8% | -6.0% |
| 3Y | +80.1% | +63.8% | +16.3% | +50.1% |
| 5Y | +194.7% | +54.8% | +140.0% | +147.9% |
| 10Y | +512.3% | +185.7% | +326.6% | +309.0% |
| All | +18,237.3% | +2,608.1% | +15,629.2% | +5,712.1% |
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