+20.8%
COP vs NWSA
+44.8%
-24.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.9% |
| 7D | -0.8% | -2.6% | +1.8% | -0.4% |
| 30D | +15.6% | +4.6% | +11.0% | +14.6% |
| 3M | +14.3% | +10.2% | +4.1% | +12.1% |
| 6M | +17.0% | +21.6% | -4.6% | +11.8% |
| YTD | +47.4% | +14.6% | +32.8% | +43.0% |
| 1Y | +52.4% | +0.4% | +52.0% | +53.8% |
| 3Y | +20.8% | +45.0% | -24.2% | +11.4% |
| All | +20.8% | +44.8% | -24.0% | +11.4% |
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