+642.9%
WDC vs COP
+342.2%
+300.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.6% | -6.6% | -5.6% |
| 7D | +12.1% | +4.4% | +7.7% | +10.2% |
| 30D | -18.8% | 0.0% | -18.8% | -19.0% |
| 3M | -39.3% | +15.0% | -54.3% | -43.0% |
| 6M | -40.1% | +22.0% | -62.1% | -45.8% |
| YTD | +71.8% | +55.3% | +16.5% | +37.9% |
| 1Y | +88.5% | +64.1% | +24.3% | +47.1% |
| 3Y | +770.0% | +34.1% | +735.9% | +625.4% |
| 5Y | +549.0% | +133.4% | +415.7% | +295.7% |
| All | +642.9% | +342.2% | +300.6% | +236.8% |
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