+94.7%
COF vs W
+161.9%
-67.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -3.4% | +0.2% | -3.5% | -3.4% |
| 30D | +0.4% | +6.8% | -6.4% | -1.3% |
| 3M | -12.5% | +10.7% | -23.2% | -14.8% |
| 6M | +8.3% | +86.3% | -78.0% | -6.8% |
| YTD | -18.6% | +11.5% | -30.0% | -23.2% |
| 1Y | -8.6% | +5.1% | -13.7% | -13.1% |
| 3Y | +94.7% | +171.0% | -76.3% | +41.0% |
| All | +94.7% | +161.9% | -67.3% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling