+2,689.0%
COP vs WAT
+12,612.0%
-9,923.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.2% | -5.5% | -2.2% |
| 7D | -8.4% | +6.0% | -14.5% | -9.6% |
| 30D | +0.3% | +9.9% | -9.6% | -1.8% |
| 3M | +15.1% | +17.2% | -2.1% | +11.1% |
| 6M | +19.8% | +34.2% | -14.5% | +12.0% |
| YTD | +46.8% | +25.5% | +21.3% | +37.8% |
| 1Y | +59.7% | +28.3% | +31.5% | +49.2% |
| 3Y | +28.7% | +88.4% | -59.7% | +8.4% |
| 5Y | +110.7% | +36.1% | +74.6% | +87.1% |
| 10Y | +298.3% | +234.8% | +63.5% | +193.7% |
| All | +2,689.0% | +12,612.0% | -9,923.0% | +1,276.3% |
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