+24.9%
COP vs WM
+50.2%
-25.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.2% | -1.4% |
| 7D | -9.7% | +4.5% | -14.2% | -10.7% |
| 30D | +4.7% | +16.1% | -11.3% | +0.6% |
| 3M | +18.5% | +8.0% | +10.5% | +16.0% |
| 6M | +11.4% | +8.4% | +3.0% | +8.7% |
| YTD | +47.9% | +11.2% | +36.7% | +43.9% |
| 1Y | +59.3% | +22.3% | +37.0% | +52.6% |
| All | +24.9% | +50.2% | -25.3% | +21.8% |
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