+1,566.8%
COP vs WCC
+1,713.7%
-146.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.9% | -4.9% | -2.1% |
| 7D | +3.0% | +4.5% | -1.5% | +1.8% |
| 30D | +17.5% | -5.8% | +23.3% | +19.0% |
| 3M | +13.4% | -3.7% | +17.0% | +13.1% |
| 6M | +17.7% | +23.1% | -5.3% | +8.6% |
| YTD | +46.6% | +44.2% | +2.4% | +29.3% |
| 1Y | +44.6% | +62.1% | -17.5% | +22.9% |
| 3Y | +20.7% | +121.1% | -100.4% | -10.0% |
| 5Y | +185.0% | +214.0% | -28.9% | +85.1% |
| 10Y | +347.0% | +472.8% | -125.8% | +130.0% |
| All | +1,566.8% | +1,713.7% | -146.9% | +554.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling