+10,029.5%
WDC vs COP
+4,606.6%
+5,422.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.7% |
| 7D | -28.0% | -11.5% | -16.4% | -24.3% |
| 30D | -34.9% | +5.0% | -39.9% | -36.3% |
| 3M | -41.6% | +17.5% | -59.0% | -45.6% |
| 6M | -45.4% | +16.2% | -61.6% | -49.5% |
| YTD | +53.3% | +48.8% | +4.5% | +26.3% |
| 1Y | +61.5% | +64.1% | -2.6% | +27.5% |
| 3Y | +712.3% | +25.7% | +686.7% | +600.7% |
| 5Y | +524.2% | +114.4% | +409.9% | +314.0% |
| 10Y | +616.5% | +331.7% | +284.8% | +230.7% |
| All | +10,029.5% | +4,606.6% | +5,422.9% | +2,734.1% |
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 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