-5.1%
COF vs WAT
+32.9%
-38.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.6% |
| 7D | +0.7% | -1.9% | +2.6% | +1.2% |
| 30D | +5.7% | +6.2% | -0.5% | +3.9% |
| 3M | -6.7% | +18.1% | -24.8% | -11.0% |
| 6M | +9.5% | +54.9% | -45.4% | -3.5% |
| YTD | -13.9% | +23.1% | -37.0% | -18.6% |
| 1Y | -5.1% | +27.3% | -32.4% | -12.3% |
| All | -5.1% | +32.9% | -38.0% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 1y: compounded portfolio wealth divided by compounded WAT 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…
1y analysis · Full analysis span regression · 6 months rolling