+3,621.9%
COP vs WWD
+15,065.0%
-11,443.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.3% |
| 7D | +0.7% | +3.7% | -3.1% | -0.6% |
| 30D | +0.2% | +1.8% | -1.6% | -0.8% |
| 3M | +10.2% | -5.0% | +15.2% | +11.1% |
| 6M | +20.1% | -8.4% | +28.5% | +20.8% |
| YTD | +50.5% | +12.3% | +38.2% | +39.8% |
| 1Y | +56.8% | +26.2% | +30.6% | +39.5% |
| 3Y | +30.3% | +154.6% | -124.3% | -9.3% |
| 5Y | +126.8% | +195.3% | -68.4% | +47.7% |
| 10Y | +325.0% | +466.3% | -141.3% | +126.5% |
| All | +3,621.9% | +15,065.0% | -11,443.1% | +1,220.4% |
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