+489.3%
COP vs WBD
+293.1%
+196.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +3.0% | -1.8% | +4.8% | +3.5% |
| 30D | +17.5% | +8.8% | +8.7% | +14.7% |
| 3M | +13.4% | +4.6% | +8.7% | +11.7% |
| 6M | +17.7% | +1.1% | +16.7% | +17.1% |
| YTD | +46.6% | -2.0% | +48.6% | +46.9% |
| 1Y | +44.6% | +140.0% | -95.4% | +8.9% |
| 3Y | +20.7% | +144.4% | -123.7% | -16.5% |
| 5Y | +185.0% | -0.2% | +185.3% | +140.3% |
| 10Y | +347.0% | +9.1% | +337.9% | +211.9% |
| All | +489.3% | +293.1% | +196.2% | +116.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling