+310.1%
COP vs WCC
+460.5%
-150.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | -6.1% | -9.9% | +3.8% | -3.2% |
| 30D | +1.1% | -13.4% | +14.5% | +5.0% |
| 3M | +10.9% | -13.5% | +24.4% | +14.4% |
| 6M | +20.8% | -10.6% | +31.4% | +21.1% |
| YTD | +48.0% | +30.1% | +18.0% | +26.7% |
| 1Y | +58.5% | +22.3% | +36.2% | +38.4% |
| 3Y | +28.1% | +130.3% | -102.1% | -19.5% |
| 5Y | +120.5% | +144.5% | -24.1% | +22.8% |
| 10Y | +310.1% | +431.8% | -121.7% | +20.9% |
| All | +310.1% | +460.5% | -150.4% | +20.9% |
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