+60.7%
COP vs WAB
+46.5%
+14.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.1% | -6.3% | -5.0% |
| 7D | -8.1% | +4.5% | -12.7% | -7.4% |
| 30D | +6.7% | +1.1% | +5.6% | +7.1% |
| 3M | +16.9% | -1.3% | +18.2% | +17.1% |
| 6M | +11.2% | +12.7% | -1.6% | +13.3% |
| YTD | +49.5% | +38.7% | +10.8% | +42.6% |
| 1Y | +60.7% | +44.9% | +15.7% | +51.7% |
| All | +60.7% | +46.5% | +14.1% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling