+336.7%
COP vs WAB
+266.7%
+70.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +2.0% |
| 7D | +4.4% | +5.1% | -0.7% | +1.7% |
| 30D | 0.0% | +4.0% | -4.0% | -2.6% |
| 3M | +15.0% | +0.1% | +14.9% | +14.0% |
| 6M | +22.0% | +12.8% | +9.2% | +12.2% |
| YTD | +55.3% | +40.1% | +15.3% | +25.3% |
| 1Y | +64.1% | +46.4% | +17.8% | +29.1% |
| 3Y | +34.1% | +167.4% | -133.3% | -26.4% |
| 5Y | +133.4% | +215.0% | -81.7% | +13.8% |
| All | +336.7% | +266.7% | +70.1% | +67.8% |
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