+336.7%
COP vs WWD
+439.4%
-102.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.8% |
| 7D | +4.4% | +4.0% | +0.5% | +2.6% |
| 30D | 0.0% | +0.4% | -0.4% | -0.9% |
| 3M | +15.0% | -7.9% | +22.9% | +17.7% |
| 6M | +22.0% | -10.6% | +32.6% | +24.0% |
| YTD | +55.3% | +9.4% | +45.9% | +39.4% |
| 1Y | +64.1% | +25.7% | +38.4% | +36.1% |
| 3Y | +34.1% | +148.5% | -114.5% | -25.6% |
| 5Y | +133.4% | +189.5% | -56.1% | +13.8% |
| All | +336.7% | +439.4% | -102.6% | +48.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling