-1.5%
COF vs W
+25.7%
-27.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.9% |
| 7D | +1.8% | -4.2% | +6.0% | +2.5% |
| 30D | -0.6% | -7.6% | +7.0% | +0.7% |
| 3M | +20.3% | +37.2% | -16.9% | +11.8% |
| 6M | +13.0% | +26.3% | -13.3% | +5.5% |
| YTD | -8.3% | -1.0% | -7.4% | -12.5% |
| 1Y | -1.5% | +20.1% | -21.5% | -7.2% |
| All | -1.5% | +25.7% | -27.1% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 1y: compounded portfolio wealth divided by compounded W 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…
1y analysis · Full analysis span regression · 6 months rolling