+338.5%
COP vs WBD
+15.0%
+323.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | +2.3% | -0.7% | +3.0% | +2.5% |
| 30D | +8.6% | +1.4% | +7.2% | +8.3% |
| 3M | +19.9% | +4.4% | +15.5% | +18.7% |
| 6M | +19.0% | +0.8% | +18.2% | +18.6% |
| YTD | +50.0% | -2.7% | +52.7% | +50.4% |
| 1Y | +50.5% | +73.4% | -22.9% | +32.6% |
| 3Y | +25.2% | +142.1% | -116.9% | -3.8% |
| 5Y | +194.3% | +7.2% | +187.0% | +159.8% |
| All | +338.5% | +15.0% | +323.6% | +213.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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