+191.7%
COP vs WPM
+261.1%
-69.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -0.8% | +7.0% | -7.9% | -1.4% |
| 30D | +15.6% | +15.7% | -0.1% | +14.0% |
| 3M | +14.3% | +35.2% | -20.9% | +11.0% |
| 6M | +17.0% | +6.1% | +10.9% | +16.1% |
| YTD | +47.4% | +32.6% | +14.9% | +40.0% |
| 1Y | +52.4% | +46.9% | +5.5% | +41.6% |
| 3Y | +20.8% | +276.3% | -255.5% | -11.2% |
| 5Y | +191.7% | +260.0% | -68.3% | +116.9% |
| All | +191.7% | +261.1% | -69.4% | +116.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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