+317.8%
COP vs SW
+185.4%
+132.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.9% |
| 7D | -9.7% | +4.7% | -14.4% | -10.1% |
| 30D | +4.7% | +5.0% | -0.3% | +4.2% |
| 3M | +18.5% | -7.3% | +25.9% | +19.2% |
| 6M | +11.4% | +15.0% | -3.6% | +8.8% |
| YTD | +47.9% | +18.5% | +29.4% | +43.2% |
| 1Y | +59.3% | +27.1% | +32.2% | +52.9% |
| 3Y | +23.6% | +49.3% | -25.7% | +15.8% |
| 5Y | +113.1% | -1.6% | +114.7% | +102.7% |
| All | +317.8% | +185.4% | +132.4% | +232.0% |
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