+45.4%
COF vs WCC
+211.6%
-166.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.5% | -0.5% |
| 7D | -6.1% | +1.7% | -7.7% | -6.8% |
| 30D | -5.2% | -6.1% | +0.9% | -3.1% |
| 3M | +17.0% | +3.1% | +13.9% | +14.1% |
| 6M | +12.9% | +28.2% | -15.3% | -1.1% |
| YTD | -13.5% | +41.1% | -54.6% | -27.6% |
| 1Y | -5.9% | +61.3% | -67.2% | -26.4% |
| 3Y | +117.1% | +123.6% | -6.5% | +38.1% |
| 5Y | +45.4% | +214.8% | -169.4% | -29.2% |
| All | +45.4% | +211.6% | -166.2% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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