+310.1%
COP vs WAB
+288.7%
+21.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -0.9% | -0.1% |
| 7D | -6.1% | +4.0% | -10.1% | -8.2% |
| 30D | +1.1% | +6.3% | -5.2% | -2.5% |
| 3M | +10.9% | +3.3% | +7.7% | +8.2% |
| 6M | +20.8% | +14.5% | +6.3% | +10.3% |
| YTD | +48.0% | +42.7% | +5.4% | +18.4% |
| 1Y | +58.5% | +45.2% | +13.3% | +25.3% |
| 3Y | +28.1% | +173.8% | -145.6% | -30.4% |
| 5Y | +120.5% | +223.8% | -103.3% | +6.0% |
| 10Y | +310.1% | +280.5% | +29.6% | +53.5% |
| All | +310.1% | +288.7% | +21.4% | +53.5% |
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