+242.0%
COF vs W
+158.6%
+83.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.6% | +0.4% |
| 7D | -5.1% | -0.9% | -4.3% | -5.0% |
| 30D | -6.0% | -4.2% | -1.8% | -5.4% |
| 3M | +14.8% | +26.9% | -12.1% | +8.5% |
| 6M | +15.3% | +31.2% | -15.9% | +7.3% |
| YTD | -13.0% | -1.8% | -11.2% | -15.0% |
| 1Y | -5.7% | +9.3% | -15.0% | -10.7% |
| 3Y | +118.1% | +33.2% | +84.9% | +84.3% |
| 5Y | +46.2% | -62.4% | +108.6% | +34.2% |
| All | +242.0% | +158.6% | +83.4% | +66.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling