+1,697.6%
COP vs WCN
+8,080.5%
-6,383.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +4.4% | +2.6% | +1.8% | +3.8% |
| 30D | 0.0% | +23.9% | -24.0% | -5.0% |
| 3M | +15.0% | +17.4% | -2.4% | +10.6% |
| 6M | +22.0% | +28.0% | -6.0% | +15.0% |
| YTD | +55.3% | +11.6% | +43.8% | +50.7% |
| 1Y | +64.1% | +16.9% | +47.3% | +57.5% |
| 3Y | +34.1% | +51.6% | -17.5% | +20.5% |
| 5Y | +133.4% | +48.0% | +85.4% | +110.4% |
| 10Y | +338.6% | +322.6% | +16.0% | +224.1% |
| All | +1,697.6% | +8,080.5% | -6,383.0% | +903.7% |
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