+191.7%
COP vs BWA
+88.6%
+103.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.0% |
| 7D | -0.8% | +4.3% | -5.1% | -1.8% |
| 30D | +15.6% | -2.9% | +18.5% | +16.2% |
| 3M | +14.3% | -12.4% | +26.8% | +17.4% |
| 6M | +17.0% | +28.6% | -11.6% | +8.0% |
| YTD | +47.4% | +48.2% | -0.8% | +29.0% |
| 1Y | +52.4% | +50.9% | +1.5% | +32.2% |
| 3Y | +20.8% | +72.2% | -51.3% | -2.7% |
| 5Y | +191.7% | +91.1% | +100.6% | +111.1% |
| All | +191.7% | +88.6% | +103.1% | +111.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling