+66.5%
WCC vs COO
-2.5%
+69.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.7% | +5.2% | +3.2% |
| 7D | +8.5% | -2.3% | +10.8% | +9.1% |
| 30D | -1.0% | -8.8% | +7.8% | +1.5% |
| 3M | +2.1% | +1.3% | +0.8% | -0.3% |
| 6M | +36.8% | -11.6% | +48.4% | +45.9% |
| YTD | +47.7% | -17.4% | +65.1% | +64.0% |
| 1Y | +66.5% | -1.6% | +68.1% | +71.4% |
| All | +66.5% | -2.5% | +69.0% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling