+337.5%
COP vs WWD
+490.2%
-152.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.8% | +1.0% |
| 7D | +1.0% | -2.9% | +3.8% | +2.2% |
| 30D | +9.6% | -6.6% | +16.2% | +12.5% |
| 3M | +15.0% | -9.3% | +24.4% | +17.9% |
| 6M | +21.8% | -13.6% | +35.4% | +24.6% |
| YTD | +49.6% | +10.4% | +39.3% | +34.9% |
| 1Y | +49.9% | +39.9% | +10.0% | +18.5% |
| 3Y | +22.6% | +165.0% | -142.4% | -33.8% |
| 5Y | +193.6% | +183.8% | +9.8% | +46.1% |
| All | +337.5% | +490.2% | -152.7% | +47.6% |
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