+4,492.0%
COP vs WM
+26,336.4%
-21,844.4%
-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% | +0.2% | -0.8% |
| 7D | +3.0% | -0.3% | +3.3% | +3.1% |
| 30D | +17.5% | -2.4% | +19.9% | +18.0% |
| 3M | +13.4% | +0.4% | +12.9% | +13.2% |
| 6M | +17.7% | -9.5% | +27.2% | +20.0% |
| YTD | +46.6% | +0.5% | +46.1% | +46.3% |
| 1Y | +44.6% | -1.1% | +45.7% | +44.7% |
| 3Y | +20.7% | +46.0% | -25.3% | +11.3% |
| 5Y | +185.0% | +51.8% | +133.2% | +160.3% |
| 10Y | +347.0% | +307.5% | +39.5% | +248.8% |
| All | +4,492.0% | +26,336.4% | -21,844.4% | +2,921.2% |
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 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