+122.5%
WCC vs COO
-41.6%
+164.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +3.0% |
| 7D | -14.7% | +4.7% | -19.4% | -16.9% |
| 30D | -20.1% | +13.9% | -34.0% | -25.4% |
| 3M | -21.2% | -14.9% | -6.2% | -16.0% |
| 6M | -19.2% | +2.0% | -21.2% | -23.1% |
| YTD | +20.2% | -23.9% | +44.1% | +35.1% |
| 1Y | +14.5% | -9.6% | +24.1% | +16.8% |
| 3Y | +115.1% | -25.4% | +140.6% | +133.3% |
| All | +122.5% | -41.6% | +164.1% | +163.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling