+3,524.7%
COP vs WWD
+15,408.5%
-11,883.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.1% | -1.4% |
| 7D | +3.0% | +1.3% | +1.7% | +2.6% |
| 30D | +17.5% | -7.2% | +24.7% | +19.9% |
| 3M | +13.4% | -3.8% | +17.2% | +13.3% |
| 6M | +17.7% | -9.9% | +27.6% | +18.4% |
| YTD | +46.6% | +14.8% | +31.8% | +36.1% |
| 1Y | +44.6% | +42.1% | +2.5% | +24.6% |
| 3Y | +20.7% | +170.8% | -150.1% | -17.1% |
| 5Y | +185.0% | +197.5% | -12.5% | +86.1% |
| 10Y | +347.0% | +477.8% | -130.8% | +138.1% |
| All | +3,524.7% | +15,408.5% | -11,883.8% | +1,184.8% |
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