+27.8%
COP vs NWSA
+30.8%
-3.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | -6.1% | -9.7% | +3.6% | -4.9% |
| 30D | +1.1% | -8.6% | +9.7% | +2.2% |
| 3M | +10.9% | -6.3% | +17.2% | +11.5% |
| 6M | +20.8% | -1.2% | +21.9% | +19.7% |
| YTD | +48.0% | +2.6% | +45.4% | +45.3% |
| 1Y | +58.5% | 0.0% | +58.5% | +57.0% |
| All | +27.8% | +30.8% | -3.0% | +17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling