+3,530.4%
COP vs WWD
+14,812.3%
-11,282.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.9% | -6.2% | -2.8% |
| 7D | -8.4% | +4.2% | -12.6% | -9.7% |
| 30D | +0.3% | -0.8% | +1.1% | 0.0% |
| 3M | +15.1% | -8.2% | +23.3% | +17.2% |
| 6M | +19.8% | -9.8% | +29.6% | +21.1% |
| YTD | +46.8% | +10.4% | +36.4% | +37.1% |
| 1Y | +59.7% | +25.5% | +34.3% | +42.4% |
| 3Y | +28.7% | +155.8% | -127.1% | -10.5% |
| 5Y | +110.7% | +187.3% | -76.6% | +38.3% |
| 10Y | +298.3% | +462.7% | -164.4% | +112.7% |
| All | +3,530.4% | +14,812.3% | -11,282.0% | +1,194.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling