+329.9%
COP vs WWD
+442.7%
-112.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +2.4% |
| 7D | +3.4% | +8.2% | -4.8% | -0.1% |
| 30D | -0.6% | -0.2% | -0.4% | -1.2% |
| 3M | +10.8% | -8.4% | +19.2% | +13.7% |
| 6M | +19.6% | -9.5% | +29.1% | +20.9% |
| YTD | +52.9% | +10.1% | +42.8% | +36.9% |
| 1Y | +62.2% | +21.6% | +40.6% | +36.8% |
| 3Y | +32.4% | +149.6% | -117.2% | -26.6% |
| 5Y | +129.7% | +191.3% | -61.6% | +11.7% |
| All | +329.9% | +442.7% | -112.8% | +45.6% |
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 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