+34.1%
COP vs GWW
+93.2%
-59.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.8% |
| 7D | +4.4% | +3.6% | +0.9% | +3.6% |
| 30D | 0.0% | +12.1% | -12.2% | -2.7% |
| 3M | +15.0% | +12.9% | +2.1% | +11.6% |
| 6M | +22.0% | +19.3% | +2.7% | +16.1% |
| YTD | +55.3% | +48.7% | +6.6% | +36.3% |
| 1Y | +64.1% | +60.5% | +3.6% | +40.0% |
| 3Y | +34.1% | +93.3% | -59.2% | +14.7% |
| All | +34.1% | +93.2% | -59.2% | +14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling