+236.4%
COP vs NWSA
+127.4%
+109.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.3% |
| 7D | +3.0% | -1.9% | +4.9% | +3.8% |
| 30D | +17.5% | +4.6% | +12.9% | +15.1% |
| 3M | +13.4% | +13.2% | +0.1% | +6.7% |
| 6M | +17.7% | +27.0% | -9.3% | +4.7% |
| YTD | +46.6% | +16.8% | +29.8% | +34.4% |
| 1Y | +44.6% | +4.5% | +40.1% | +38.8% |
| 3Y | +20.7% | +46.2% | -25.5% | -2.7% |
| 5Y | +185.0% | +40.9% | +144.1% | +123.8% |
| 10Y | +347.0% | +145.1% | +201.9% | +140.8% |
| All | +236.4% | +127.4% | +109.0% | +82.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling