+32.0%
COP vs WST
+22.8%
+9.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.6% |
| 7D | +3.4% | +4.9% | -1.5% | +3.0% |
| 30D | -0.6% | +10.7% | -11.3% | -1.4% |
| 3M | +10.8% | +16.8% | -6.1% | +9.4% |
| 6M | +19.6% | +32.0% | -12.3% | +16.8% |
| YTD | +52.9% | +49.9% | +3.0% | +47.2% |
| 1Y | +62.2% | +50.6% | +11.6% | +56.0% |
| All | +32.0% | +22.8% | +9.2% | +23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling