+191.7%
COP vs WAB
+231.1%
-39.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | -0.8% | +1.7% | -2.5% | -1.5% |
| 30D | +15.6% | -2.4% | +18.0% | +16.5% |
| 3M | +14.3% | +9.7% | +4.7% | +9.2% |
| 6M | +17.0% | +16.5% | +0.5% | +7.6% |
| YTD | +47.4% | +33.7% | +13.7% | +26.7% |
| 1Y | +52.4% | +49.7% | +2.7% | +23.6% |
| 3Y | +20.8% | +170.9% | -150.1% | -27.7% |
| 5Y | +191.7% | +228.0% | -36.4% | +54.1% |
| All | +191.7% | +231.1% | -39.4% | +54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling