+60.7%
COP vs WWD
+27.2%
+33.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.9% | -3.3% | -5.6% |
| 7D | -8.1% | +7.3% | -15.5% | -6.6% |
| 30D | +6.7% | -2.0% | +8.6% | +6.5% |
| 3M | +16.9% | -12.6% | +29.5% | +14.1% |
| 6M | +11.2% | -8.4% | +19.6% | +9.9% |
| YTD | +49.5% | +8.2% | +41.3% | +48.0% |
| 1Y | +60.7% | +26.5% | +34.2% | +63.6% |
| All | +60.7% | +27.2% | +33.5% | +63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1y: compounded portfolio wealth divided by compounded WWD 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…
1y analysis · Full analysis span regression · 6 months rolling