+168.8%
COP vs W
+210.4%
-41.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.7% |
| 7D | -11.5% | -3.6% | -7.9% | -11.4% |
| 30D | +5.0% | +7.0% | -2.0% | +4.3% |
| 3M | +17.5% | +7.4% | +10.1% | +16.5% |
| 6M | +16.2% | +69.3% | -53.1% | +9.9% |
| YTD | +48.8% | +11.3% | +37.5% | +44.6% |
| 1Y | +64.1% | +13.2% | +50.9% | +58.9% |
| 3Y | +25.7% | +142.0% | -116.4% | +8.9% |
| 5Y | +114.4% | -54.6% | +169.0% | +102.2% |
| 10Y | +331.7% | +243.7% | +88.0% | +183.5% |
| All | +168.8% | +210.4% | -41.6% | +77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling