+45.4%
COF vs W
-63.9%
+109.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -1.3% |
| 7D | -6.1% | +0.5% | -6.6% | -6.2% |
| 30D | -5.2% | -5.6% | +0.4% | -4.2% |
| 3M | +17.0% | +41.9% | -24.9% | +7.7% |
| 6M | +12.9% | +30.2% | -17.3% | +4.8% |
| YTD | -13.5% | -2.9% | -10.6% | -15.5% |
| 1Y | -5.9% | +11.6% | -17.4% | -11.5% |
| 3Y | +117.1% | +37.0% | +80.2% | +79.9% |
| 5Y | +45.4% | -62.8% | +108.2% | +25.0% |
| All | +45.4% | -63.9% | +109.3% | +25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling