+338.5%
COP vs GWW
+570.2%
-231.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | 0.0% |
| 7D | +2.3% | -3.4% | +5.7% | +3.7% |
| 30D | +8.6% | -1.9% | +10.5% | +9.3% |
| 3M | +19.9% | -2.4% | +22.3% | +20.4% |
| 6M | +19.0% | +15.7% | +3.3% | +10.3% |
| YTD | +50.0% | +27.6% | +22.4% | +32.9% |
| 1Y | +50.5% | +27.2% | +23.3% | +33.3% |
| 3Y | +25.2% | +89.7% | -64.5% | -8.8% |
| 5Y | +194.3% | +223.9% | -29.6% | +59.8% |
| All | +338.5% | +570.2% | -231.6% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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