+329.9%
COP vs WING
+620.6%
-290.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.5% | +6.1% | +2.0% |
| 7D | +3.4% | -3.9% | +7.3% | +3.7% |
| 30D | -0.6% | +26.6% | -27.2% | -2.8% |
| 3M | +10.8% | +42.5% | -31.8% | +6.8% |
| 6M | +19.6% | +29.4% | -9.8% | +15.6% |
| YTD | +52.9% | -32.8% | +85.7% | +56.1% |
| 1Y | +62.2% | -33.5% | +95.7% | +65.4% |
| 3Y | +32.4% | -23.4% | +55.7% | +25.8% |
| 5Y | +129.7% | -0.4% | +130.2% | +103.8% |
| All | +329.9% | +620.6% | -290.7% | +123.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 10y: compounded portfolio wealth divided by compounded WING 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…
10y analysis · Full analysis span regression · 6 months rolling