+310.1%
COP vs WST
+446.4%
-136.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.9% |
| 7D | -6.1% | +1.4% | -7.5% | -6.3% |
| 30D | +1.1% | +12.7% | -11.6% | -0.7% |
| 3M | +10.9% | +17.2% | -6.2% | +8.3% |
| 6M | +20.8% | +26.7% | -5.9% | +16.2% |
| YTD | +48.0% | +50.3% | -2.3% | +38.1% |
| 1Y | +58.5% | +50.2% | +8.3% | +47.8% |
| 3Y | +28.1% | +21.7% | +6.4% | +18.2% |
| 5Y | +120.5% | +2.0% | +118.4% | +106.5% |
| 10Y | +310.1% | +451.1% | -141.0% | +124.7% |
| All | +310.1% | +446.4% | -136.2% | +124.7% |
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