+1,412.6%
WCC vs COO
+2,628.1%
-1,215.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +2.9% |
| 7D | -14.7% | +4.7% | -19.4% | -16.6% |
| 30D | -20.1% | +13.9% | -34.0% | -24.7% |
| 3M | -21.2% | -14.9% | -6.2% | -17.1% |
| 6M | -19.2% | +2.0% | -21.2% | -22.0% |
| YTD | +20.2% | -23.9% | +44.1% | +31.3% |
| 1Y | +14.5% | -9.6% | +24.1% | +16.3% |
| 3Y | +115.1% | -25.4% | +140.6% | +132.2% |
| 5Y | +121.5% | -41.2% | +162.7% | +160.7% |
| 10Y | +468.1% | +42.1% | +426.0% | +384.1% |
| All | +1,412.6% | +2,628.1% | -1,215.5% | +411.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling