+416.2%
COF vs WCC
+1,758.7%
-1,342.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.0% | -3.5% |
| 7D | +1.2% | +8.5% | -7.2% | -2.0% |
| 30D | -1.4% | -1.0% | -0.4% | -1.3% |
| 3M | +19.0% | +2.1% | +16.9% | +16.6% |
| 6M | +14.9% | +36.8% | -21.9% | -0.7% |
| YTD | -10.7% | +47.7% | -58.4% | -25.3% |
| 1Y | -1.3% | +66.5% | -67.8% | -21.9% |
| 3Y | +124.3% | +134.2% | -9.8% | +48.3% |
| 5Y | +51.1% | +231.6% | -180.5% | -16.1% |
| 10Y | +252.4% | +508.1% | -255.7% | +43.4% |
| All | +416.2% | +1,758.7% | -1,342.5% | +27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling