+325.1%
COP vs WAT
+153.6%
+171.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.0% |
| 7D | -0.8% | -0.7% | -0.1% | -0.6% |
| 30D | +15.6% | -1.0% | +16.6% | +15.8% |
| 3M | +14.3% | +10.9% | +3.5% | +10.3% |
| 6M | +17.0% | +33.2% | -16.2% | +5.0% |
| YTD | +47.4% | +6.1% | +41.4% | +41.8% |
| 1Y | +52.4% | +30.2% | +22.2% | +35.5% |
| 3Y | +20.8% | +52.9% | -32.0% | -4.5% |
| 5Y | +191.7% | -5.1% | +196.8% | +177.9% |
| 10Y | +325.1% | +152.6% | +172.4% | +140.0% |
| All | +325.1% | +153.6% | +171.4% | +140.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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