+226.9%
COF vs W
+177.7%
+49.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.7% |
| 7D | +1.2% | +6.5% | -5.2% | +0.2% |
| 30D | -1.4% | -6.2% | +4.8% | -0.4% |
| 3M | +19.0% | +48.9% | -29.8% | +9.9% |
| 6M | +14.9% | +31.2% | -16.3% | +7.6% |
| YTD | -10.7% | -0.4% | -10.2% | -12.7% |
| 1Y | -1.3% | +14.8% | -16.1% | -6.7% |
| 3Y | +124.3% | +40.5% | +83.8% | +91.1% |
| 5Y | +51.1% | -62.1% | +113.3% | +38.7% |
| 10Y | +252.4% | +141.5% | +110.8% | +108.1% |
| All | +226.9% | +177.7% | +49.2% | +84.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling