+3,978.4%
WEC vs COO
+5,988.7%
-2,010.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.7% |
| 7D | -0.3% | -2.2% | +2.0% | -0.2% |
| 30D | -1.3% | -7.0% | +5.7% | -1.0% |
| 3M | -3.9% | +12.2% | -16.1% | -4.4% |
| 6M | -8.3% | -15.1% | +6.8% | -7.8% |
| YTD | +3.1% | -15.1% | +18.2% | +3.6% |
| 1Y | +1.9% | +2.3% | -0.4% | +1.7% |
| 3Y | +41.9% | -23.7% | +65.6% | +42.8% |
| 5Y | +30.8% | -38.9% | +69.7% | +32.3% |
| 10Y | +141.9% | +49.9% | +92.0% | +138.3% |
| All | +3,978.4% | +5,988.7% | -2,010.3% | +3,895.6% |
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 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