+992.6%
WDC vs COP
+186.3%
+806.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.6% | +2.0% |
| 7D | +6.0% | -0.8% | +6.8% | +6.2% |
| 30D | +9.9% | +15.6% | -5.6% | +6.2% |
| 3M | -9.4% | +14.3% | -23.7% | -12.5% |
| 6M | +94.7% | +17.0% | +77.7% | +84.8% |
| YTD | +177.4% | +47.4% | +129.9% | +143.5% |
| 1Y | +412.6% | +52.4% | +360.2% | +342.6% |
| 3Y | +1,359.8% | +20.8% | +1,339.0% | +1,232.3% |
| 5Y | +992.6% | +191.7% | +800.9% | +631.1% |
| All | +992.6% | +186.3% | +806.3% | +631.1% |
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