+24.5%
COP vs WBD
+144.6%
-120.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.9% | +1.2% |
| 7D | -0.5% | -1.7% | +1.2% | -0.3% |
| 30D | +11.7% | +3.9% | +7.8% | +11.1% |
| 3M | +17.7% | +5.1% | +12.6% | +16.8% |
| 6M | +18.3% | +0.6% | +17.7% | +18.1% |
| YTD | +49.1% | -3.2% | +52.2% | +49.5% |
| 1Y | +53.3% | +127.7% | -74.3% | +34.6% |
| All | +24.5% | +144.6% | -120.1% | +3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling