+247.1%
COP vs SW
+755.0%
-507.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.3% | -1.1% |
| 7D | +3.0% | -5.1% | +8.1% | +3.3% |
| 30D | +17.5% | -4.6% | +22.1% | +17.7% |
| 3M | +13.4% | +9.4% | +4.0% | +12.5% |
| 6M | +17.7% | +3.5% | +14.2% | +17.0% |
| YTD | +46.6% | +22.0% | +24.6% | +44.1% |
| 1Y | +44.6% | +2.2% | +42.4% | +43.5% |
| 3Y | +20.7% | +19.6% | +1.1% | +18.2% |
| 5Y | +185.0% | -2.3% | +187.4% | +177.9% |
| 10Y | +347.0% | +181.4% | +165.6% | +314.7% |
| All | +247.1% | +755.0% | -507.9% | +225.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling