+340.2%
COP vs BBWI
-58.2%
+398.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.3% | +7.4% | +2.3% |
| 7D | -0.5% | -4.4% | +3.9% | +0.3% |
| 30D | +11.7% | -7.4% | +19.1% | +12.9% |
| 3M | +17.7% | -2.2% | +19.9% | +16.7% |
| 6M | +18.3% | -16.3% | +34.6% | +19.4% |
| YTD | +49.1% | -9.1% | +58.2% | +46.8% |
| 1Y | +53.3% | -34.5% | +87.8% | +60.0% |
| 3Y | +22.2% | -47.0% | +69.1% | +27.2% |
| 5Y | +193.3% | -68.8% | +262.2% | +230.4% |
| 10Y | +340.2% | -57.4% | +397.6% | +207.8% |
| All | +340.2% | -58.2% | +398.5% | +207.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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