+51.6%
COP vs WWD
+41.7%
+10.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +0.2% |
| 7D | -0.8% | +0.8% | -1.6% | -0.7% |
| 30D | +15.6% | -6.4% | +22.0% | +14.4% |
| 3M | +14.3% | -5.6% | +20.0% | +13.2% |
| 6M | +17.0% | -9.1% | +26.1% | +15.6% |
| YTD | +47.4% | +12.5% | +34.9% | +43.0% |
| All | +51.6% | +41.7% | +10.0% | +38.9% |
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