+219.9%
WCC vs COO
-38.8%
+258.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.5% | +5.4% | +4.6% |
| 7D | +4.5% | -2.2% | +6.7% | +5.6% |
| 30D | -5.8% | -7.0% | +1.2% | -2.5% |
| 3M | -3.7% | +12.2% | -15.9% | -10.9% |
| 6M | +23.1% | -15.1% | +38.2% | +32.8% |
| YTD | +44.2% | -15.1% | +59.2% | +55.7% |
| 1Y | +62.1% | +2.3% | +59.8% | +57.3% |
| 3Y | +121.1% | -23.7% | +144.8% | +143.7% |
| All | +219.9% | -38.8% | +258.7% | +279.6% |
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 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