+192.5%
WWD vs COO
-39.5%
+232.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -1.1% |
| 7D | +0.8% | -2.3% | +3.1% | +1.6% |
| 30D | -6.4% | -8.8% | +2.4% | -3.5% |
| 3M | -5.6% | +1.3% | -7.0% | -6.6% |
| 6M | -9.1% | -11.6% | +2.5% | -5.6% |
| YTD | +12.5% | -17.4% | +29.9% | +19.6% |
| 1Y | +41.3% | -1.6% | +42.9% | +40.8% |
| 3Y | +170.2% | -22.6% | +192.9% | +182.5% |
| 5Y | +192.5% | -40.3% | +232.8% | +221.2% |
| All | +192.5% | -39.5% | +232.0% | +221.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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