+53.3%
COP vs WAB
+47.7%
+5.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.0% |
| 7D | -0.5% | +0.2% | -0.7% | -0.5% |
| 30D | +11.7% | -4.6% | +16.3% | +11.3% |
| 3M | +17.7% | +5.6% | +12.0% | +18.0% |
| 6M | +18.3% | +13.8% | +4.5% | +18.1% |
| YTD | +49.1% | +31.9% | +17.2% | +40.7% |
| 1Y | +53.3% | +48.3% | +5.1% | +41.6% |
| All | +53.3% | +47.7% | +5.6% | +41.6% |
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