+45.4%
COF vs WAB
+220.1%
-174.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | -6.1% | -0.2% | -5.9% | -6.0% |
| 30D | -5.2% | -5.9% | +0.7% | -1.1% |
| 3M | +17.0% | +9.4% | +7.6% | +8.4% |
| 6M | +12.9% | +13.8% | -0.9% | +0.8% |
| YTD | -13.5% | +31.8% | -45.3% | -31.2% |
| 1Y | -5.9% | +48.5% | -54.4% | -32.0% |
| 3Y | +117.1% | +167.0% | -49.8% | 0.0% |
| 5Y | +45.4% | +222.3% | -176.9% | -43.4% |
| All | +45.4% | +220.1% | -174.7% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling