+310.1%
COP vs W
+228.8%
+81.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.7% | +4.6% | +1.1% |
| 7D | -6.1% | +1.1% | -7.2% | -6.3% |
| 30D | +1.1% | +6.4% | -5.3% | +0.4% |
| 3M | +10.9% | +9.0% | +2.0% | +9.8% |
| 6M | +20.8% | +69.8% | -49.1% | +13.7% |
| YTD | +48.0% | +12.1% | +36.0% | +43.5% |
| 1Y | +58.5% | 0.0% | +58.5% | +55.1% |
| 3Y | +28.1% | +160.3% | -132.2% | +8.8% |
| 5Y | +120.5% | -53.3% | +173.8% | +108.6% |
| 10Y | +310.1% | +217.0% | +93.2% | +138.2% |
| All | +310.1% | +228.8% | +81.3% | +138.2% |
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