+186.4%
COP vs SW
-2.3%
+188.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.3% | -1.2% |
| 7D | +3.0% | -5.1% | +8.1% | +3.4% |
| 30D | +17.5% | -4.6% | +22.1% | +17.8% |
| 3M | +13.4% | +9.4% | +4.0% | +12.1% |
| 6M | +17.7% | +3.5% | +14.2% | +16.8% |
| YTD | +46.6% | +22.0% | +24.6% | +42.7% |
| 1Y | +44.6% | +2.2% | +42.4% | +43.0% |
| 3Y | +20.7% | +19.6% | +1.1% | +17.5% |
| All | +186.4% | -2.3% | +188.7% | +169.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling