+120.5%
COP vs BWA
+32.7%
+87.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.8% | +1.2% |
| 7D | -6.1% | -2.4% | -3.7% | -5.7% |
| 30D | +1.1% | -17.7% | +18.8% | +5.1% |
| 3M | +10.9% | -27.0% | +37.9% | +18.0% |
| 6M | +20.8% | -17.3% | +38.1% | +23.8% |
| YTD | +48.0% | +12.9% | +35.2% | +36.9% |
| 1Y | +58.5% | +12.9% | +45.6% | +46.4% |
| 3Y | +28.1% | +62.1% | -34.0% | +2.7% |
| 5Y | +120.5% | +30.7% | +89.7% | +82.8% |
| All | +120.5% | +32.7% | +87.8% | +82.8% |
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