+4,560.7%
COP vs BBWI
+1,142.2%
+3,418.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.9% | +1.2% |
| 7D | -11.5% | -6.2% | -5.3% | -10.6% |
| 30D | +5.0% | +19.9% | -15.0% | +1.0% |
| 3M | +17.5% | +7.1% | +10.3% | +14.7% |
| 6M | +16.2% | +13.7% | +2.6% | +10.8% |
| YTD | +48.8% | +9.6% | +39.2% | +40.6% |
| 1Y | +64.1% | -1.6% | +65.7% | +56.7% |
| 3Y | +25.7% | -25.9% | +51.5% | +21.9% |
| 5Y | +114.4% | -67.8% | +182.2% | +136.2% |
| 10Y | +331.7% | -43.5% | +375.1% | +261.2% |
| All | +4,560.7% | +1,142.2% | +3,418.5% | +1,970.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling