+43.1%
COF vs WAT
-3.5%
+46.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | 0.0% |
| 7D | -5.1% | -0.3% | -4.9% | -5.1% |
| 30D | -6.0% | -1.9% | -4.1% | -5.4% |
| 3M | +14.8% | +13.5% | +1.3% | +9.7% |
| 6M | +15.3% | +37.2% | -21.9% | +2.1% |
| YTD | -13.0% | +7.5% | -20.6% | -16.3% |
| 1Y | -5.7% | +35.0% | -40.7% | -16.9% |
| 3Y | +118.1% | +55.1% | +63.0% | +72.5% |
| All | +43.1% | -3.5% | +46.6% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling