+325.1%
COP vs W
+146.2%
+178.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | 0.0% | +0.5% |
| 7D | -0.8% | +6.5% | -7.3% | -1.3% |
| 30D | +15.6% | -6.2% | +21.8% | +16.1% |
| 3M | +14.3% | +48.9% | -34.5% | +9.4% |
| 6M | +17.0% | +31.2% | -14.2% | +12.4% |
| YTD | +47.4% | -0.4% | +47.9% | +44.7% |
| 1Y | +52.4% | +14.8% | +37.6% | +46.6% |
| 3Y | +20.8% | +40.5% | -19.7% | +8.5% |
| 5Y | +191.7% | -62.1% | +253.8% | +182.3% |
| 10Y | +325.1% | +141.5% | +183.5% | +152.0% |
| All | +325.1% | +146.2% | +178.8% | +152.0% |
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