+18,393.8%
COR vs WEC
+2,604.9%
+15,788.9%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +2.4% | +1.4% | +1.0% | +1.9% |
| 30D | +7.7% | +12.8% | -5.1% | +3.2% |
| 3M | +7.5% | +11.2% | -3.7% | +3.4% |
| 6M | +34.1% | +6.6% | +27.5% | +30.9% |
| YTD | +3.9% | +13.8% | -10.0% | -1.0% |
| 1Y | -3.6% | +7.6% | -11.3% | -6.3% |
| 3Y | +80.5% | +62.2% | +18.3% | +51.0% |
| 5Y | +194.9% | +52.0% | +142.9% | +149.6% |
| 10Y | +486.6% | +189.4% | +297.2% | +290.3% |
| All | +18,393.8% | +2,604.9% | +15,788.9% | +5,764.2% |
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