+11,005.7%
WDC vs COP
+4,583.1%
+6,422.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | -16.7% | -6.1% | -10.6% | -14.6% |
| 30D | -27.2% | +1.1% | -28.3% | -27.7% |
| 3M | -34.0% | +10.9% | -44.9% | -37.2% |
| 6M | -39.7% | +20.8% | -60.5% | -45.1% |
| YTD | +68.1% | +48.0% | +20.0% | +38.7% |
| 1Y | +66.3% | +58.5% | +7.8% | +33.0% |
| 3Y | +754.4% | +28.1% | +726.3% | +630.9% |
| 5Y | +595.8% | +120.5% | +475.3% | +355.9% |
| 10Y | +660.4% | +310.1% | +350.3% | +257.7% |
| All | +11,005.7% | +4,583.1% | +6,422.6% | +3,011.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling