+49.9%
COP vs GWW
+29.7%
+20.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.4% |
| 7D | +1.0% | -3.1% | +4.1% | +0.9% |
| 30D | +9.6% | -2.3% | +11.9% | +9.5% |
| 3M | +15.0% | -3.3% | +18.4% | +14.8% |
| 6M | +21.8% | +15.4% | +6.4% | +19.1% |
| YTD | +49.6% | +26.7% | +22.9% | +41.4% |
| 1Y | +49.9% | +29.0% | +20.9% | +40.4% |
| All | +49.9% | +29.7% | +20.2% | +40.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling