+186.4%
COP vs WAT
-3.2%
+189.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | +3.0% | -1.3% | +4.3% | +3.2% |
| 30D | +17.5% | +2.3% | +15.1% | +17.1% |
| 3M | +13.4% | +8.7% | +4.6% | +11.9% |
| 6M | +17.7% | +28.3% | -10.6% | +12.8% |
| YTD | +46.6% | +7.8% | +38.8% | +44.5% |
| 1Y | +44.6% | +36.6% | +8.0% | +35.6% |
| 3Y | +20.7% | +45.7% | -25.0% | +10.5% |
| All | +186.4% | -3.2% | +189.6% | +154.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling