+185.7%
WEC vs COO
+40.7%
+145.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.4% | +0.5% |
| 7D | +0.2% | +4.3% | -4.1% | -0.7% |
| 30D | +12.9% | +17.6% | -4.7% | +8.9% |
| 3M | +9.8% | -13.9% | +23.7% | +13.0% |
| 6M | +6.7% | +6.6% | +0.2% | +4.4% |
| YTD | +14.0% | -22.0% | +36.0% | +19.4% |
| 1Y | +7.3% | -8.8% | +16.1% | +8.2% |
| 3Y | +63.8% | -21.5% | +85.3% | +66.7% |
| 5Y | +54.8% | -41.0% | +95.8% | +67.0% |
| 10Y | +185.7% | +40.9% | +144.8% | +143.6% |
| All | +185.7% | +40.7% | +145.0% | +143.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling