+528.7%
WDC vs COP
+113.7%
+415.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | -28.0% | -11.5% | -16.4% | -26.0% |
| 30D | -34.9% | +5.0% | -39.9% | -35.7% |
| 3M | -41.6% | +17.5% | -59.0% | -43.9% |
| 6M | -45.4% | +16.2% | -61.6% | -47.7% |
| YTD | +53.3% | +48.8% | +4.5% | +33.8% |
| 1Y | +61.5% | +64.1% | -2.6% | +36.0% |
| 3Y | +712.3% | +25.7% | +686.7% | +631.9% |
| All | +528.7% | +113.7% | +415.0% | +374.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling