+338.5%
COP vs NWSA
+149.4%
+189.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +2.3% | -2.8% | +5.1% | +3.5% |
| 30D | +8.6% | +3.0% | +5.6% | +7.2% |
| 3M | +19.9% | +12.3% | +7.5% | +13.5% |
| 6M | +19.0% | +21.9% | -2.8% | +8.2% |
| YTD | +50.0% | +13.6% | +36.4% | +39.6% |
| 1Y | +50.5% | +0.5% | +50.0% | +47.4% |
| 3Y | +25.2% | +43.8% | -18.5% | +2.3% |
| 5Y | +194.3% | +41.2% | +153.1% | +131.7% |
| All | +338.5% | +149.4% | +189.2% | +137.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling