+197.9%
WEC vs COO
+41.1%
+156.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | +2.3% | +0.5% | +1.9% | +2.2% |
| 30D | +11.1% | +14.2% | -3.1% | +7.8% |
| 3M | +8.4% | -18.2% | +26.7% | +13.0% |
| 6M | +7.5% | +5.3% | +2.2% | +5.4% |
| YTD | +15.3% | -23.6% | +38.9% | +21.4% |
| 1Y | +9.7% | -12.7% | +22.4% | +11.7% |
| 3Y | +64.7% | -24.2% | +88.9% | +69.0% |
| 5Y | +57.3% | -40.0% | +97.2% | +68.7% |
| All | +197.9% | +41.1% | +156.8% | +148.6% |
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