+242.0%
COF vs WAB
+296.8%
-54.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | -0.2% |
| 7D | -5.1% | +0.1% | -5.3% | -5.2% |
| 30D | -6.0% | -4.1% | -2.0% | -3.4% |
| 3M | +14.8% | +8.2% | +6.7% | +7.5% |
| 6M | +15.3% | +15.4% | -0.1% | +2.5% |
| YTD | -13.0% | +33.1% | -46.2% | -30.4% |
| 1Y | -5.7% | +48.1% | -53.8% | -30.3% |
| 3Y | +118.1% | +167.7% | -49.6% | +5.6% |
| 5Y | +46.2% | +225.7% | -179.5% | -38.8% |
| All | +242.0% | +296.8% | -54.8% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling