+123.1%
COP vs NWSA
+17.7%
+105.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | -6.1% | -9.7% | +3.6% | -4.4% |
| 30D | +1.1% | -8.6% | +9.7% | +2.6% |
| 3M | +10.9% | -6.3% | +17.2% | +11.8% |
| 6M | +20.8% | -1.2% | +21.9% | +19.8% |
| YTD | +48.0% | +2.6% | +45.4% | +45.0% |
| 1Y | +58.5% | 0.0% | +58.5% | +56.3% |
| 3Y | +28.1% | +30.1% | -1.9% | +17.0% |
| All | +123.1% | +17.7% | +105.4% | +106.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling