+2,643.5%
COP vs WAB
+4,092.2%
-1,448.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.3% |
| 7D | +3.0% | -3.2% | +6.2% | +4.0% |
| 30D | +17.5% | -4.4% | +21.9% | +19.1% |
| 3M | +13.4% | +7.9% | +5.5% | +10.0% |
| 6M | +17.7% | +8.7% | +9.0% | +13.1% |
| YTD | +46.6% | +33.0% | +13.6% | +31.9% |
| 1Y | +44.6% | +46.7% | -2.0% | +25.9% |
| 3Y | +20.7% | +153.0% | -132.3% | -12.3% |
| 5Y | +185.0% | +222.3% | -37.2% | +90.7% |
| 10Y | +347.0% | +291.0% | +56.0% | +176.2% |
| All | +2,643.5% | +4,092.2% | -1,448.7% | +956.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling