+329.9%
COP vs W
+211.1%
+118.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.2% | +1.8% |
| 7D | +3.4% | -1.7% | +5.1% | +3.5% |
| 30D | -0.6% | +3.2% | -3.8% | -1.1% |
| 3M | +10.8% | +8.3% | +2.5% | +9.6% |
| 6M | +19.6% | +84.3% | -64.7% | +11.8% |
| YTD | +52.9% | +11.0% | +41.9% | +48.4% |
| 1Y | +62.2% | -0.2% | +62.4% | +58.7% |
| 3Y | +32.4% | +157.9% | -125.6% | +12.5% |
| 5Y | +129.7% | -56.8% | +186.5% | +119.8% |
| All | +329.9% | +211.1% | +118.8% | +150.5% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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