+3,639.5%
COF vs WAT
+10,816.8%
-7,177.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | +1.8% | -1.3% | +3.1% | +2.3% |
| 30D | -0.6% | +2.3% | -2.9% | -1.3% |
| 3M | +20.3% | +8.7% | +11.6% | +16.9% |
| 6M | +13.0% | +28.3% | -15.3% | +3.2% |
| YTD | -8.3% | +7.8% | -16.1% | -11.7% |
| 1Y | -1.5% | +36.6% | -38.1% | -12.7% |
| 3Y | +122.3% | +45.7% | +76.6% | +87.3% |
| 5Y | +52.5% | -3.3% | +55.8% | +45.1% |
| 10Y | +264.9% | +162.1% | +102.8% | +151.3% |
| All | +3,639.5% | +10,816.8% | -7,177.3% | +1,045.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling