+341.0%
COP vs WST
+322.7%
+18.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | +3.0% | +0.7% | +2.3% | +2.9% |
| 30D | +17.5% | -3.1% | +20.6% | +18.0% |
| 3M | +13.4% | +7.2% | +6.1% | +12.0% |
| 6M | +17.7% | +36.8% | -19.1% | +11.5% |
| YTD | +46.6% | +23.8% | +22.7% | +40.8% |
| 1Y | +44.6% | +37.8% | +6.8% | +36.3% |
| 3Y | +20.7% | -15.9% | +36.6% | +18.7% |
| 5Y | +185.0% | -25.8% | +210.9% | +183.5% |
| All | +341.0% | +322.7% | +18.3% | +140.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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