+113.0%
COP vs BBWI
-67.9%
+180.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.9% | +0.9% |
| 7D | -11.5% | -6.2% | -5.3% | -11.1% |
| 30D | +5.0% | +19.9% | -15.0% | +3.2% |
| 3M | +17.5% | +7.1% | +10.3% | +16.3% |
| 6M | +16.2% | +13.7% | +2.6% | +13.7% |
| YTD | +48.8% | +9.6% | +39.2% | +45.0% |
| 1Y | +64.1% | -1.6% | +65.7% | +61.2% |
| 3Y | +25.7% | -25.9% | +51.5% | +25.0% |
| All | +113.0% | -67.9% | +180.9% | +136.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling