+2,684.7%
COP vs WAT
+10,816.8%
-8,132.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.9% |
| 3M | +13.4% | +8.7% | +4.6% | +11.1% |
| 6M | +17.7% | +28.3% | -10.6% | +10.6% |
| YTD | +46.6% | +7.8% | +38.8% | +42.2% |
| 1Y | +44.6% | +36.6% | +8.0% | +33.0% |
| 3Y | +20.7% | +45.7% | -25.0% | +7.2% |
| 5Y | +185.0% | -3.3% | +188.4% | +171.9% |
| 10Y | +347.0% | +162.1% | +184.9% | +245.7% |
| All | +2,684.7% | +10,816.8% | -8,132.1% | +1,320.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling