+325.0%
COP vs SW
+182.3%
+142.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.7% |
| 7D | +0.7% | -2.6% | +3.2% | +0.9% |
| 30D | +0.2% | +7.2% | -7.0% | -0.5% |
| 3M | +10.2% | -10.5% | +20.7% | +11.2% |
| 6M | +20.1% | +9.9% | +10.2% | +17.9% |
| YTD | +50.5% | +17.2% | +33.3% | +45.9% |
| 1Y | +56.8% | +26.5% | +30.3% | +50.5% |
| 3Y | +30.3% | +47.7% | -17.4% | +22.2% |
| 5Y | +126.8% | +0.2% | +126.6% | +115.2% |
| 10Y | +325.0% | +182.3% | +142.7% | +242.0% |
| All | +325.0% | +182.3% | +142.7% | +242.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling