+4,492.0%
COP vs WSM
+34,755.7%
-30,263.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.4% |
| 7D | +3.0% | -3.3% | +6.3% | +3.4% |
| 30D | +17.5% | -8.4% | +25.9% | +18.8% |
| 3M | +13.4% | +9.7% | +3.7% | +11.5% |
| 6M | +17.7% | +16.7% | +1.1% | +14.4% |
| YTD | +46.6% | +28.7% | +17.9% | +40.3% |
| 1Y | +44.6% | +13.7% | +31.0% | +40.6% |
| 3Y | +20.7% | +230.1% | -209.4% | -0.9% |
| 5Y | +185.0% | +179.0% | +6.1% | +133.5% |
| 10Y | +347.0% | +1,002.5% | -655.5% | +194.3% |
| All | +4,492.0% | +34,755.7% | -30,263.7% | +2,196.2% |
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