+303.6%
COP vs WST
+448.5%
-144.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.3% |
| 7D | -11.5% | -3.1% | -8.4% | -11.1% |
| 30D | +5.0% | +9.1% | -4.1% | +3.6% |
| 3M | +17.5% | +14.7% | +2.8% | +15.0% |
| 6M | +16.2% | +28.0% | -11.8% | +11.6% |
| YTD | +48.8% | +45.6% | +3.1% | +39.4% |
| 1Y | +64.1% | +45.7% | +18.4% | +53.7% |
| 3Y | +25.7% | +21.1% | +4.6% | +15.8% |
| 5Y | +114.4% | +0.3% | +114.0% | +101.0% |
| All | +303.6% | +448.5% | -144.9% | +120.1% |
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