+4,615.1%
COP vs BBWI
+1,163.2%
+3,451.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | +0.7% | -7.7% | +8.4% | +2.2% |
| 30D | +0.2% | +24.8% | -24.5% | -4.3% |
| 3M | +10.2% | +16.2% | -6.0% | +6.0% |
| 6M | +20.1% | +15.8% | +4.3% | +14.1% |
| YTD | +50.5% | +11.4% | +39.1% | +41.8% |
| 1Y | +56.8% | +3.2% | +53.6% | +48.4% |
| 3Y | +30.3% | -23.5% | +53.8% | +25.6% |
| 5Y | +126.8% | -67.4% | +194.2% | +149.3% |
| 10Y | +325.0% | -46.0% | +371.0% | +258.7% |
| All | +4,615.1% | +1,163.2% | +3,451.9% | +1,988.2% |
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