+346.1%
COP vs WM
+306.5%
+39.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.2% | -0.3% |
| 7D | +3.0% | -0.3% | +3.3% | +3.2% |
| 30D | +17.5% | -2.4% | +19.9% | +19.1% |
| 3M | +13.4% | +0.4% | +12.9% | +12.5% |
| 6M | +17.7% | -9.5% | +27.2% | +24.4% |
| YTD | +46.6% | +0.5% | +46.1% | +45.1% |
| 1Y | +44.6% | -1.1% | +45.7% | +44.1% |
| 3Y | +20.7% | +46.0% | -25.3% | -10.9% |
| 5Y | +185.0% | +51.8% | +133.2% | +98.7% |
| All | +346.1% | +306.5% | +39.6% | +83.0% |
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