+132.2%
COP vs WM
+61.9%
+70.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +4.4% | +3.2% | +1.2% | +3.3% |
| 30D | 0.0% | +13.0% | -13.1% | -4.4% |
| 3M | +15.0% | +9.2% | +5.8% | +11.3% |
| 6M | +22.0% | +13.6% | +8.4% | +16.2% |
| YTD | +55.3% | +12.4% | +42.9% | +48.6% |
| 1Y | +64.1% | +21.2% | +42.9% | +53.0% |
| 3Y | +34.1% | +48.7% | -14.6% | +12.4% |
| All | +132.2% | +61.9% | +70.4% | +87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling