+4,492.0%
COP vs WY
+688.1%
+3,803.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.4% |
| 7D | +3.0% | -1.7% | +4.7% | +3.6% |
| 30D | +17.5% | -10.1% | +27.6% | +21.9% |
| 3M | +13.4% | -5.1% | +18.5% | +14.8% |
| 6M | +17.7% | -4.8% | +22.5% | +18.2% |
| YTD | +46.6% | -0.2% | +46.8% | +44.4% |
| 1Y | +44.6% | -6.6% | +51.2% | +45.5% |
| 3Y | +20.7% | -22.7% | +43.4% | +28.2% |
| 5Y | +185.0% | -22.2% | +207.3% | +197.2% |
| 10Y | +347.0% | +7.3% | +339.7% | +302.6% |
| All | +4,492.0% | +688.1% | +3,803.9% | +2,438.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling