+118.1%
COF vs WCN
+18.4%
+99.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -5.1% | -3.1% | -2.0% | -4.5% |
| 30D | -6.0% | -3.4% | -2.6% | -5.3% |
| 3M | +14.8% | +3.0% | +11.9% | +13.9% |
| 6M | +15.3% | -3.8% | +19.1% | +16.2% |
| YTD | -13.0% | -8.3% | -4.7% | -11.4% |
| 1Y | -5.7% | -9.7% | +4.0% | -3.6% |
| 3Y | +118.1% | +17.2% | +101.0% | +101.4% |
| All | +118.1% | +18.4% | +99.7% | +101.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 3y: compounded portfolio wealth divided by compounded WCN 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…
3y analysis · Full analysis span regression · 6 months rolling