+318.0%
COP vs WWD
+460.9%
-143.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.7% |
| 7D | -6.1% | +0.4% | -6.5% | -6.4% |
| 30D | +1.1% | -0.4% | +1.5% | +0.6% |
| 3M | +10.9% | -6.1% | +17.0% | +12.7% |
| 6M | +20.8% | -9.5% | +30.3% | +22.1% |
| YTD | +48.0% | +10.8% | +37.2% | +32.2% |
| 1Y | +58.5% | +23.5% | +35.0% | +32.7% |
| 3Y | +28.1% | +151.3% | -123.1% | -29.1% |
| 5Y | +120.5% | +187.8% | -67.4% | +8.2% |
| All | +318.0% | +460.9% | -143.0% | +40.7% |
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