+1,611.5%
COP vs WCC
+1,591.2%
+20.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.7% | +0.8% |
| 7D | +0.7% | +3.3% | -2.6% | -0.4% |
| 30D | +0.2% | -9.4% | +9.7% | +2.1% |
| 3M | +10.2% | -10.5% | +20.7% | +12.0% |
| 6M | +20.1% | -10.4% | +30.5% | +20.5% |
| YTD | +50.5% | +34.4% | +16.1% | +33.8% |
| 1Y | +56.8% | +27.7% | +29.1% | +41.0% |
| 3Y | +30.3% | +137.9% | -107.7% | -5.4% |
| 5Y | +126.8% | +147.0% | -20.2% | +55.8% |
| 10Y | +325.0% | +442.5% | -117.5% | +120.2% |
| All | +1,611.5% | +1,591.2% | +20.3% | +577.6% |
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