+5,625.4%
COF vs GWW
+7,639.7%
-2,014.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.9% |
| 7D | -2.7% | -0.5% | -2.2% | -2.4% |
| 30D | -3.4% | -1.4% | -1.9% | -2.6% |
| 3M | +15.4% | -3.6% | +19.1% | +17.6% |
| 6M | +14.4% | +15.1% | -0.7% | +4.0% |
| YTD | -12.0% | +27.5% | -39.5% | -25.3% |
| 1Y | -3.7% | +29.6% | -33.4% | -19.3% |
| 3Y | +121.1% | +90.1% | +31.0% | +44.3% |
| 5Y | +47.8% | +222.6% | -174.8% | -32.5% |
| 10Y | +250.3% | +566.5% | -316.2% | -5.2% |
| All | +5,625.4% | +7,639.7% | -2,014.3% | +289.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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