+193.3%
COP vs NWSA
+40.1%
+153.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -0.5% | -3.1% | +2.6% | +0.2% |
| 30D | +11.7% | +4.3% | +7.4% | +10.6% |
| 3M | +17.7% | +9.2% | +8.5% | +14.9% |
| 6M | +18.3% | +21.6% | -3.3% | +12.0% |
| YTD | +49.1% | +14.2% | +34.8% | +43.1% |
| 1Y | +53.3% | +1.8% | +51.6% | +51.8% |
| 3Y | +22.2% | +44.4% | -22.3% | +8.7% |
| 5Y | +193.3% | +41.0% | +152.4% | +152.2% |
| All | +193.3% | +40.1% | +153.2% | +152.2% |
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