+120.8%
COF vs W
+38.0%
+82.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | -2.7% | +5.9% | -8.6% | -3.8% |
| 30D | -3.4% | -3.0% | -0.3% | -2.9% |
| 3M | +15.4% | +40.3% | -24.9% | +6.1% |
| 6M | +14.4% | +32.2% | -17.8% | +5.5% |
| YTD | -12.0% | -0.3% | -11.7% | -14.6% |
| 1Y | -3.7% | +16.2% | -19.9% | -10.5% |
| All | +120.8% | +38.0% | +82.8% | +69.1% |
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