+2,717.0%
COP vs WAB
+4,408.2%
-1,691.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.4% | +1.6% |
| 7D | +0.7% | +3.1% | -2.5% | -0.4% |
| 30D | +0.2% | +6.4% | -6.2% | -2.0% |
| 3M | +10.2% | +2.2% | +8.0% | +8.9% |
| 6M | +20.1% | +13.7% | +6.4% | +14.0% |
| YTD | +50.5% | +43.0% | +7.5% | +31.9% |
| 1Y | +56.8% | +47.0% | +9.8% | +36.1% |
| 3Y | +30.3% | +174.4% | -144.1% | -7.9% |
| 5Y | +126.8% | +222.2% | -95.4% | +51.2% |
| 10Y | +325.0% | +276.9% | +48.1% | +163.0% |
| All | +2,717.0% | +4,408.2% | -1,691.2% | +956.6% |
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 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