+1,309.1%
WDC vs COP
+334.3%
+974.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.6% |
| 7D | +7.5% | -0.5% | +8.0% | +7.7% |
| 30D | +10.1% | +11.7% | -1.7% | +5.2% |
| 3M | -6.8% | +17.7% | -24.5% | -13.6% |
| 6M | +84.1% | +18.3% | +65.8% | +68.2% |
| YTD | +180.3% | +49.1% | +131.2% | +130.4% |
| 1Y | +411.1% | +53.3% | +357.8% | +311.9% |
| 3Y | +1,375.0% | +22.2% | +1,352.8% | +1,182.4% |
| 5Y | +991.6% | +193.3% | +798.3% | +497.1% |
| 10Y | +1,309.1% | +340.2% | +968.8% | +533.5% |
| All | +1,309.1% | +334.3% | +974.8% | +533.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 10y: compounded portfolio wealth divided by compounded COP 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…
10y analysis · Full analysis span regression · 6 months rolling