+772.7%
COF vs WCN
+6,687.0%
-5,914.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -1.0% |
| 7D | -2.7% | -1.7% | -0.9% | -2.0% |
| 30D | -3.4% | -3.0% | -0.4% | -2.3% |
| 3M | +15.4% | +2.5% | +12.9% | +14.0% |
| 6M | +14.4% | -5.7% | +20.1% | +16.1% |
| YTD | -12.0% | -7.4% | -4.5% | -10.2% |
| 1Y | -3.7% | -8.6% | +4.9% | -1.6% |
| 3Y | +121.1% | +19.4% | +101.7% | +103.0% |
| 5Y | +47.8% | +27.2% | +20.6% | +31.6% |
| 10Y | +250.3% | +238.5% | +11.8% | +125.3% |
| All | +772.7% | +6,687.0% | -5,914.2% | +214.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling