+198.1%
COF vs W
+210.9%
-12.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.1% |
| 3M | -12.5% | +10.7% | -23.2% | -14.5% |
| 6M | +8.3% | +86.3% | -78.0% | -4.4% |
| YTD | -18.6% | +11.5% | -30.0% | -22.3% |
| 1Y | -8.6% | +5.1% | -13.7% | -12.1% |
| 3Y | +94.7% | +171.0% | -76.3% | +49.3% |
| 5Y | +35.3% | -56.6% | +92.0% | +21.1% |
| 10Y | +185.1% | +213.4% | -28.3% | +63.2% |
| All | +198.1% | +210.9% | -12.8% | +64.2% |
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 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