+64.7%
WEC vs COO
-24.0%
+88.7%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | +2.3% | +0.5% | +1.9% | +2.3% |
| 30D | +11.1% | +14.2% | -3.1% | +9.5% |
| 3M | +8.4% | -18.2% | +26.7% | +10.7% |
| 6M | +7.5% | +5.3% | +2.2% | +6.6% |
| YTD | +15.3% | -23.6% | +38.9% | +18.1% |
| 1Y | +9.7% | -12.7% | +22.4% | +10.6% |
| 3Y | +64.7% | -24.2% | +88.9% | +59.0% |
| All | +64.7% | -24.0% | +88.7% | +59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling