+60.7%
COP vs SW
+29.5%
+31.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.1% | -9.2% | -4.6% |
| 7D | -8.1% | +12.1% | -20.2% | -6.7% |
| 30D | +6.7% | +6.6% | +0.1% | +7.7% |
| 3M | +16.9% | -6.0% | +22.9% | +16.4% |
| 6M | +11.2% | +21.5% | -10.3% | +12.6% |
| YTD | +49.5% | +20.3% | +29.2% | +46.7% |
| 1Y | +60.7% | +28.1% | +32.5% | +54.2% |
| All | +60.7% | +29.5% | +31.2% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 1y: compounded portfolio wealth divided by compounded SW 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…
1y analysis · Full analysis span regression · 6 months rolling