+336.7%
COP vs WCC
+431.3%
-94.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.2% | +2.1% |
| 7D | +4.4% | +9.9% | -5.5% | +1.0% |
| 30D | 0.0% | -8.4% | +8.4% | +2.0% |
| 3M | +15.0% | -10.3% | +25.4% | +17.2% |
| 6M | +22.0% | -10.5% | +32.5% | +22.4% |
| YTD | +55.3% | +32.2% | +23.2% | +32.2% |
| 1Y | +64.1% | +25.5% | +38.6% | +42.1% |
| 3Y | +34.1% | +134.7% | -100.6% | -16.3% |
| 5Y | +133.4% | +139.9% | -6.5% | +31.5% |
| All | +336.7% | +431.3% | -94.6% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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