+1,330.5%
WDC vs COP
+19.9%
+1,310.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.1% | +6.9% | +6.0% |
| 7D | +1.7% | +3.0% | -1.3% | +1.3% |
| 30D | -10.0% | +17.5% | -27.4% | -12.0% |
| 3M | -18.8% | +13.4% | -32.1% | -19.9% |
| 6M | +79.0% | +17.7% | +61.3% | +72.4% |
| YTD | +171.6% | +46.6% | +125.0% | +142.7% |
| 1Y | +417.4% | +44.6% | +372.8% | +361.7% |
| All | +1,330.5% | +19.9% | +1,310.7% | +1,198.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling