+325.1%
COP vs WING
+341.7%
-16.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -0.8% | -0.1% | -0.7% | -0.8% |
| 30D | +15.6% | -6.0% | +21.6% | +16.0% |
| 3M | +14.3% | -23.5% | +37.8% | +16.4% |
| 6M | +17.0% | -52.0% | +69.0% | +24.0% |
| YTD | +47.4% | -53.8% | +101.2% | +56.1% |
| 1Y | +52.4% | -63.8% | +116.2% | +65.1% |
| 3Y | +20.8% | -30.8% | +51.6% | +13.9% |
| 5Y | +191.7% | -34.3% | +226.0% | +169.8% |
| 10Y | +325.1% | +352.4% | -27.3% | +137.7% |
| All | +325.1% | +341.7% | -16.7% | +137.7% |
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