+60.7%
COP vs WY
+0.3%
+60.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +5.6% | -10.8% | -4.7% |
| 7D | -8.1% | +13.3% | -21.5% | -7.4% |
| 30D | +6.7% | +17.6% | -11.0% | +7.6% |
| 3M | +16.9% | -15.0% | +31.9% | +15.7% |
| 6M | +11.2% | -5.9% | +17.1% | +10.6% |
| YTD | +49.5% | -5.7% | +55.3% | +45.7% |
| 1Y | +60.7% | -0.2% | +60.9% | +55.1% |
| All | +60.7% | +0.3% | +60.4% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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