+254.1%
COP vs SW
+743.1%
-489.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.1% | -9.2% | -5.4% |
| 7D | -8.1% | +12.1% | -20.2% | -8.7% |
| 30D | +6.7% | +6.6% | +0.1% | +6.3% |
| 3M | +16.9% | -6.0% | +22.9% | +17.1% |
| 6M | +11.2% | +21.5% | -10.3% | +9.5% |
| YTD | +49.5% | +20.3% | +29.2% | +47.0% |
| 1Y | +60.7% | +28.1% | +32.5% | +57.3% |
| 3Y | +24.9% | +51.6% | -26.7% | +21.0% |
| 5Y | +121.7% | -0.1% | +121.8% | +116.0% |
| 10Y | +333.8% | +189.7% | +144.0% | +302.3% |
| All | +254.1% | +743.1% | -489.0% | +232.4% |
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