+298.3%
COP vs WM
+337.2%
-38.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.5% | -1.4% |
| 7D | -8.4% | -0.5% | -8.0% | -8.3% |
| 30D | +0.3% | +13.3% | -13.0% | -7.4% |
| 3M | +15.1% | +4.4% | +10.7% | +11.6% |
| 6M | +19.8% | +10.8% | +8.9% | +11.6% |
| YTD | +46.8% | +9.1% | +37.7% | +37.8% |
| 1Y | +59.7% | +19.1% | +40.6% | +41.7% |
| 3Y | +28.7% | +45.7% | -17.0% | -4.4% |
| 5Y | +110.7% | +60.4% | +50.3% | +42.2% |
| 10Y | +298.3% | +328.7% | -30.4% | +70.1% |
| All | +298.3% | +337.2% | -38.9% | +70.1% |
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