+329.9%
COP vs NWSA
+141.7%
+188.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.4% |
| 7D | +3.4% | -0.8% | +4.2% | +3.7% |
| 30D | -0.6% | -11.3% | +10.7% | +3.5% |
| 3M | +10.8% | -8.1% | +18.8% | +13.3% |
| 6M | +19.6% | -0.7% | +20.3% | +17.6% |
| YTD | +52.9% | +1.3% | +51.6% | +47.5% |
| 1Y | +62.2% | -1.3% | +63.5% | +58.3% |
| 3Y | +32.4% | +28.4% | +4.0% | +12.1% |
| 5Y | +129.7% | +15.3% | +114.5% | +96.5% |
| All | +329.9% | +141.7% | +188.2% | +127.4% |
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