+4,492.0%
COP vs BBWI
+1,034.6%
+3,457.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -1.6% |
| 7D | +3.0% | +1.5% | +1.5% | +2.6% |
| 30D | +17.5% | -5.2% | +22.7% | +18.2% |
| 3M | +13.4% | +11.1% | +2.2% | +9.8% |
| 6M | +17.7% | -13.4% | +31.1% | +18.0% |
| YTD | +46.6% | +0.1% | +46.5% | +41.9% |
| 1Y | +44.6% | -36.1% | +80.7% | +51.4% |
| 3Y | +20.7% | -44.1% | +64.8% | +24.4% |
| 5Y | +185.0% | -66.2% | +251.3% | +211.9% |
| 10Y | +347.0% | -54.8% | +401.8% | +292.4% |
| All | +4,492.0% | +1,034.6% | +3,457.3% | +1,989.9% |
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