+126.8%
COP vs WCN
+46.9%
+79.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | +0.7% | +0.4% | +0.3% | +0.5% |
| 30D | +0.2% | +25.3% | -25.1% | -6.8% |
| 3M | +10.2% | +15.4% | -5.2% | +5.2% |
| 6M | +20.1% | +27.8% | -7.7% | +10.7% |
| YTD | +50.5% | +10.6% | +40.0% | +45.1% |
| 1Y | +56.8% | +15.8% | +41.0% | +48.6% |
| 3Y | +30.3% | +50.3% | -20.0% | +7.9% |
| 5Y | +126.8% | +46.9% | +79.9% | +92.8% |
| All | +126.8% | +46.9% | +79.9% | +92.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling