+58.5%
COP vs BWA
+13.5%
+45.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.8% | +0.8% |
| 7D | -6.1% | -2.4% | -3.7% | -6.1% |
| 30D | +1.1% | -17.7% | +18.8% | +0.7% |
| 3M | +10.9% | -27.0% | +37.9% | +10.4% |
| 6M | +20.8% | -17.3% | +38.1% | +20.3% |
| YTD | +48.0% | +12.9% | +35.2% | +37.1% |
| 1Y | +58.5% | +12.9% | +45.6% | +46.0% |
| All | +58.5% | +13.5% | +45.1% | +46.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling