+320.3%
COP vs WM
+339.4%
-19.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.8% |
| 7D | -11.5% | +1.2% | -12.7% | -12.3% |
| 30D | +5.0% | +13.1% | -8.1% | -3.0% |
| 3M | +17.5% | +3.6% | +13.9% | +14.4% |
| 6M | +16.2% | +8.1% | +8.2% | +9.9% |
| YTD | +48.8% | +8.9% | +39.9% | +39.7% |
| 1Y | +64.1% | +20.3% | +43.8% | +44.6% |
| 3Y | +25.7% | +46.2% | -20.5% | -6.9% |
| 5Y | +114.4% | +59.9% | +54.5% | +44.9% |
| All | +320.3% | +339.4% | -19.1% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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