+4,533.0%
COP vs WM
+29,154.7%
-24,621.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.2% | -1.3% |
| 7D | -9.7% | +4.5% | -14.2% | -10.5% |
| 30D | +4.7% | +16.1% | -11.3% | +1.6% |
| 3M | +18.5% | +8.0% | +10.5% | +16.6% |
| 6M | +11.4% | +8.4% | +3.0% | +9.4% |
| YTD | +47.9% | +11.2% | +36.7% | +44.6% |
| 1Y | +59.3% | +22.3% | +37.0% | +52.8% |
| 3Y | +23.6% | +50.2% | -26.7% | +13.2% |
| 5Y | +113.1% | +63.3% | +49.8% | +91.6% |
| 10Y | +329.1% | +355.0% | -25.9% | +227.5% |
| All | +4,533.0% | +29,154.7% | -24,621.7% | +2,884.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling