+193.3%
COP vs WSM
+182.5%
+10.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -0.5% | +2.6% | -3.1% | -0.8% |
| 30D | +11.7% | -9.3% | +21.0% | +12.9% |
| 3M | +17.7% | +7.1% | +10.6% | +16.3% |
| 6M | +18.3% | +21.7% | -3.4% | +14.6% |
| YTD | +49.1% | +28.7% | +20.3% | +42.9% |
| 1Y | +53.3% | +13.9% | +39.5% | +49.4% |
| 3Y | +22.2% | +232.2% | -210.0% | +0.4% |
| 5Y | +193.3% | +176.4% | +16.9% | +145.3% |
| All | +193.3% | +182.5% | +10.8% | +145.3% |
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 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