+60.7%
COP vs NWSA
+18.2%
+42.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.7% | -8.9% | -4.6% |
| 7D | -8.1% | +4.3% | -12.4% | -7.5% |
| 30D | +6.7% | +5.6% | +1.1% | +7.5% |
| 3M | +16.9% | +7.3% | +9.6% | +18.1% |
| 6M | +11.2% | +18.8% | -7.7% | +13.9% |
| YTD | +49.5% | +17.9% | +31.6% | +55.3% |
| 1Y | +60.7% | +19.3% | +41.3% | +66.2% |
| All | +60.7% | +18.2% | +42.4% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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