+25.7%
COP vs WM
+47.1%
-21.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.1% |
| 7D | -11.5% | +1.2% | -12.7% | -11.8% |
| 30D | +5.0% | +13.1% | -8.1% | +1.5% |
| 3M | +17.5% | +3.6% | +13.9% | +16.2% |
| 6M | +16.2% | +8.1% | +8.2% | +13.5% |
| YTD | +48.8% | +8.9% | +39.9% | +45.5% |
| 1Y | +64.1% | +20.3% | +43.8% | +57.8% |
| 3Y | +25.7% | +46.2% | -20.5% | +23.2% |
| All | +25.7% | +47.1% | -21.5% | +23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling