+4,360.7%
WEC vs COO
+5,356.1%
-995.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -2.0% |
| 7D | -0.2% | +4.7% | -4.9% | -0.3% |
| 30D | +12.3% | +13.9% | -1.6% | +11.7% |
| 3M | +8.3% | -14.9% | +23.2% | +8.8% |
| 6M | +3.5% | +2.0% | +1.4% | +3.3% |
| YTD | +12.7% | -23.9% | +36.6% | +13.7% |
| 1Y | +8.2% | -9.6% | +17.8% | +8.4% |
| 3Y | +55.9% | -25.4% | +81.3% | +56.9% |
| 5Y | +51.2% | -41.2% | +92.4% | +53.1% |
| 10Y | +177.6% | +42.1% | +135.5% | +174.1% |
| All | +4,360.7% | +5,356.1% | -995.4% | +4,285.1% |
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