+1,624.9%
COP vs WCN
+6,686.9%
-5,062.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.4% |
| 7D | -0.5% | -1.7% | +1.2% | -0.1% |
| 30D | +11.7% | -3.0% | +14.7% | +12.5% |
| 3M | +17.7% | +2.5% | +15.1% | +16.9% |
| 6M | +18.3% | -5.7% | +24.0% | +19.6% |
| YTD | +49.1% | -7.4% | +56.5% | +51.2% |
| 1Y | +53.3% | -8.6% | +61.9% | +55.7% |
| 3Y | +22.2% | +19.4% | +2.8% | +16.1% |
| 5Y | +193.3% | +27.2% | +166.1% | +174.1% |
| 10Y | +340.2% | +238.5% | +101.7% | +242.3% |
| All | +1,624.9% | +6,686.9% | -5,062.0% | +907.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling