+43.1%
COF vs NWSA
+40.0%
+3.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.4% |
| 7D | -5.1% | -2.8% | -2.3% | -3.4% |
| 30D | -6.0% | +3.0% | -9.1% | -7.8% |
| 3M | +14.8% | +12.3% | +2.5% | +6.0% |
| 6M | +15.3% | +21.9% | -6.5% | +0.3% |
| YTD | -13.0% | +13.6% | -26.6% | -21.2% |
| 1Y | -5.7% | +0.5% | -6.2% | -7.4% |
| 3Y | +118.1% | +43.8% | +74.4% | +66.6% |
| All | +43.1% | +40.0% | +3.1% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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