+4,766.3%
COP vs WSM
+38,955.0%
-34,188.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.9% |
| 3M | +15.0% | +5.1% | +9.9% | +13.9% |
| 6M | +22.0% | +48.6% | -26.6% | +14.8% |
| YTD | +55.3% | +44.2% | +11.2% | +46.1% |
| 1Y | +64.1% | +38.1% | +26.0% | +55.2% |
| 3Y | +34.1% | +257.2% | -223.2% | +8.7% |
| 5Y | +133.4% | +165.1% | -31.7% | +92.3% |
| 10Y | +338.6% | +1,123.6% | -785.0% | +184.0% |
| All | +4,766.3% | +38,955.0% | -34,188.7% | +2,290.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling