+336.7%
COP vs NWSA
+148.1%
+188.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.7% | -1.1% | +0.5% |
| 7D | +4.4% | +2.2% | +2.2% | +3.5% |
| 30D | 0.0% | -8.8% | +8.7% | +2.9% |
| 3M | +15.0% | -6.5% | +21.5% | +16.9% |
| 6M | +22.0% | +1.5% | +20.5% | +18.9% |
| YTD | +55.3% | +4.0% | +51.3% | +48.3% |
| 1Y | +64.1% | +3.4% | +60.7% | +57.0% |
| 3Y | +34.1% | +34.8% | -0.8% | +11.2% |
| 5Y | +133.4% | +18.4% | +115.0% | +97.5% |
| All | +336.7% | +148.1% | +188.6% | +128.6% |
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