+340.2%
COP vs WAB
+282.7%
+57.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.8% |
| 7D | -0.5% | +0.2% | -0.7% | -0.6% |
| 30D | +11.7% | -4.6% | +16.3% | +14.2% |
| 3M | +17.7% | +5.6% | +12.0% | +13.0% |
| 6M | +18.3% | +13.8% | +4.5% | +7.7% |
| YTD | +49.1% | +31.9% | +17.2% | +24.9% |
| 1Y | +53.3% | +48.3% | +5.1% | +19.9% |
| 3Y | +22.2% | +167.1% | -145.0% | -32.7% |
| 5Y | +193.3% | +222.9% | -29.6% | +41.5% |
| 10Y | +340.2% | +289.9% | +50.3% | +61.5% |
| All | +340.2% | +282.7% | +57.6% | +61.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling