+125.5%
WCC vs COO
-38.4%
+163.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -14.7% | +11.4% | +2.4% |
| 7D | +1.7% | -23.3% | +25.0% | +12.1% |
| 30D | -6.1% | -29.5% | +23.4% | +7.1% |
| 3M | +3.1% | -20.0% | +23.1% | +10.5% |
| 6M | +28.2% | -27.2% | +55.4% | +43.6% |
| YTD | +41.1% | -33.9% | +75.0% | +65.5% |
| 1Y | +61.3% | -19.9% | +81.2% | +73.0% |
| All | +125.5% | -38.4% | +163.9% | +178.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling