+132.2%
COP vs WSM
+163.9%
-31.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.4% |
| 7D | +4.4% | 0.0% | +4.4% | +4.4% |
| 30D | 0.0% | +5.1% | -5.1% | -0.8% |
| 3M | +15.0% | +5.1% | +9.9% | +14.1% |
| 6M | +22.0% | +48.6% | -26.6% | +15.4% |
| YTD | +55.3% | +44.2% | +11.2% | +46.7% |
| 1Y | +64.1% | +38.1% | +26.0% | +55.9% |
| 3Y | +34.1% | +257.2% | -223.2% | +8.9% |
| All | +132.2% | +163.9% | -31.7% | +100.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling