+340.2%
COP vs BWA
+142.7%
+197.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.7% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | +11.7% | -5.6% | +17.3% | +14.0% |
| 3M | +17.7% | -10.7% | +28.4% | +22.0% |
| 6M | +18.3% | +23.2% | -4.9% | +5.1% |
| YTD | +49.1% | +46.0% | +3.1% | +20.5% |
| 1Y | +53.3% | +51.2% | +2.1% | +21.2% |
| 3Y | +22.2% | +69.6% | -47.4% | -12.5% |
| 5Y | +193.3% | +86.6% | +106.7% | +89.9% |
| 10Y | +340.2% | +152.3% | +187.9% | +120.6% |
| All | +340.2% | +142.7% | +197.5% | +120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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