+1,569.4%
COP vs WCC
+1,535.5%
+33.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.1% | -9.4% | -3.4% |
| 7D | -8.4% | -5.7% | -2.7% | -7.4% |
| 30D | +0.3% | -13.5% | +13.7% | +3.3% |
| 3M | +15.1% | -12.9% | +28.0% | +17.7% |
| 6M | +19.8% | -10.7% | +30.4% | +20.2% |
| YTD | +46.8% | +30.0% | +16.8% | +31.6% |
| 1Y | +59.7% | +24.7% | +35.0% | +44.5% |
| 3Y | +28.7% | +136.6% | -107.9% | -6.4% |
| 5Y | +110.7% | +143.9% | -33.2% | +45.1% |
| 10Y | +298.3% | +465.9% | -167.6% | +104.6% |
| All | +1,569.4% | +1,535.5% | +33.9% | +566.6% |
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