+60.7%
COP vs WSM
+44.0%
+16.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +6.5% | -11.6% | -3.4% |
| 7D | -8.1% | +8.0% | -16.1% | -6.1% |
| 30D | +6.7% | +13.5% | -6.8% | +10.3% |
| 3M | +16.9% | +8.8% | +8.0% | +20.1% |
| 6M | +11.2% | +54.7% | -43.5% | +21.6% |
| YTD | +49.5% | +53.3% | -3.8% | +59.7% |
| 1Y | +60.7% | +41.1% | +19.6% | +72.5% |
| All | +60.7% | +44.0% | +16.7% | +72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling