+88.5%
WDC vs COP
+63.9%
+24.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.6% | -6.6% | -4.4% |
| 7D | +12.1% | +4.4% | +7.7% | +13.9% |
| 30D | -18.8% | 0.0% | -18.8% | -18.5% |
| 3M | -39.3% | +15.0% | -54.3% | -35.1% |
| 6M | -40.1% | +22.0% | -62.1% | -33.0% |
| YTD | +71.8% | +55.3% | +16.5% | +94.2% |
| 1Y | +88.5% | +64.1% | +24.3% | +107.8% |
| All | +88.5% | +63.9% | +24.6% | +107.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling