+4,492.0%
COP vs GWW
+14,492.5%
-10,000.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.4% |
| 7D | +3.0% | +1.4% | +1.6% | +2.4% |
| 30D | +17.5% | +3.3% | +14.2% | +16.0% |
| 3M | +13.4% | +2.9% | +10.4% | +11.6% |
| 6M | +17.7% | +15.8% | +1.9% | +10.3% |
| YTD | +46.6% | +32.0% | +14.6% | +30.7% |
| 1Y | +44.6% | +29.9% | +14.7% | +29.4% |
| 3Y | +20.7% | +91.1% | -70.4% | -7.6% |
| 5Y | +185.0% | +223.9% | -38.9% | +74.9% |
| 10Y | +347.0% | +567.0% | -220.0% | +105.8% |
| All | +4,492.0% | +14,492.5% | -10,000.6% | +855.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling