+49.9%
COP vs WCN
-9.4%
+59.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.6% |
| 7D | +1.0% | -4.4% | +5.4% | +1.9% |
| 30D | +9.6% | -4.4% | +14.0% | +10.6% |
| 3M | +15.0% | +0.5% | +14.6% | +14.9% |
| 6M | +21.8% | -3.3% | +25.0% | +22.3% |
| YTD | +49.6% | -8.5% | +58.1% | +50.1% |
| 1Y | +49.9% | -8.9% | +58.8% | +50.6% |
| All | +49.9% | -9.4% | +59.3% | +50.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling