+164.8%
COP vs W
+176.2%
-11.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.6% | -1.3% |
| 7D | +3.0% | -4.2% | +7.2% | +3.3% |
| 30D | +17.5% | -7.6% | +25.1% | +18.0% |
| 3M | +13.4% | +37.2% | -23.8% | +9.5% |
| 6M | +17.7% | +26.3% | -8.6% | +13.8% |
| YTD | +46.6% | -1.0% | +47.6% | +44.1% |
| 1Y | +44.6% | +20.1% | +24.5% | +38.8% |
| 3Y | +20.7% | +37.8% | -17.1% | +9.5% |
| 5Y | +185.0% | -63.7% | +248.7% | +174.8% |
| 10Y | +347.0% | +156.3% | +190.7% | +198.9% |
| All | +164.8% | +176.2% | -11.4% | +76.5% |
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 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