+517.4%
COP vs WPM
+5,060.0%
-4,542.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.8% | +4.4% | +2.1% |
| 7D | +3.4% | -0.5% | +3.9% | +3.4% |
| 30D | -0.6% | -3.1% | +2.5% | -0.6% |
| 3M | +10.8% | -2.2% | +12.9% | +10.0% |
| 6M | +19.6% | -7.4% | +27.0% | +19.1% |
| YTD | +52.9% | +12.6% | +40.3% | +43.7% |
| 1Y | +62.2% | +22.8% | +39.4% | +49.4% |
| 3Y | +32.4% | +213.6% | -181.3% | -2.7% |
| 5Y | +129.7% | +211.2% | -81.4% | +66.7% |
| 10Y | +331.8% | +733.9% | -402.1% | +132.9% |
| All | +517.4% | +5,060.0% | -4,542.6% | +47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling