+337.5%
COP vs WSM
+1,058.9%
-721.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.0% | +0.7% |
| 7D | +1.0% | +0.4% | +0.5% | +0.9% |
| 30D | +9.6% | -10.7% | +20.3% | +12.1% |
| 3M | +15.0% | +8.5% | +6.6% | +12.4% |
| 6M | +21.8% | +19.6% | +2.1% | +15.5% |
| YTD | +49.6% | +26.6% | +23.0% | +39.6% |
| 1Y | +49.9% | +12.0% | +37.9% | +43.4% |
| 3Y | +22.6% | +226.6% | -204.0% | -14.3% |
| 5Y | +193.6% | +174.1% | +19.5% | +104.8% |
| All | +337.5% | +1,058.9% | -721.3% | +64.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling