-6.5%
COF vs WING
-31.6%
+25.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | -2.3% | +14.0% | -16.3% | -4.4% |
| 30D | +4.1% | +47.7% | -43.6% | -2.6% |
| 3M | -7.7% | +34.2% | -41.9% | -12.6% |
| 6M | +8.3% | +13.6% | -5.2% | +5.1% |
| YTD | -14.9% | -30.0% | +15.1% | -8.7% |
| 1Y | -6.5% | -33.9% | +27.4% | +1.5% |
| All | -6.5% | -31.6% | +25.1% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 1y: compounded portfolio wealth divided by compounded WING 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…
1y analysis · Full analysis span regression · 6 months rolling