+329.9%
COP vs WCN
+322.0%
+7.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.2% |
| 7D | +3.4% | +1.2% | +2.2% | +2.8% |
| 30D | -0.6% | +26.4% | -27.0% | -12.4% |
| 3M | +10.8% | +17.5% | -6.8% | +1.3% |
| 6M | +19.6% | +28.7% | -9.1% | +3.9% |
| YTD | +52.9% | +11.5% | +41.4% | +42.6% |
| 1Y | +62.2% | +15.9% | +46.3% | +47.8% |
| 3Y | +32.4% | +51.6% | -19.2% | -0.9% |
| 5Y | +129.7% | +47.9% | +81.8% | +71.1% |
| All | +329.9% | +322.0% | +7.9% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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