+110.7%
COP vs WWD
+190.4%
-79.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.9% | -6.2% | -2.1% |
| 7D | -8.4% | +4.2% | -12.6% | -9.1% |
| 30D | +0.3% | -0.8% | +1.1% | +0.2% |
| 3M | +15.1% | -8.2% | +23.3% | +16.5% |
| 6M | +19.8% | -9.8% | +29.6% | +20.4% |
| YTD | +46.8% | +10.4% | +36.4% | +37.5% |
| 1Y | +59.7% | +25.5% | +34.3% | +43.3% |
| 3Y | +28.7% | +155.8% | -127.1% | -10.5% |
| 5Y | +110.7% | +187.3% | -76.6% | +35.9% |
| All | +110.7% | +190.4% | -79.7% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling