+20.8%
COP vs WCN
+19.6%
+1.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.8% |
| 7D | -0.8% | -0.4% | -0.4% | -0.8% |
| 30D | +15.6% | -2.1% | +17.7% | +16.1% |
| 3M | +14.3% | +6.4% | +8.0% | +12.7% |
| 6M | +17.0% | -3.7% | +20.7% | +17.7% |
| YTD | +47.4% | -6.4% | +53.8% | +48.9% |
| 1Y | +52.4% | -7.9% | +60.3% | +54.4% |
| 3Y | +20.8% | +20.8% | 0.0% | +12.9% |
| All | +20.8% | +19.6% | +1.2% | +12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling