+35.7%
COF vs WING
+0.4%
+35.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -3.4% | -2.5% | -0.9% | -3.0% |
| 30D | +0.4% | +29.5% | -29.2% | -4.7% |
| 3M | -12.5% | +40.2% | -52.7% | -18.6% |
| 6M | +8.3% | +32.7% | -24.4% | +1.0% |
| YTD | -18.6% | -32.8% | +14.2% | -14.4% |
| 1Y | -8.6% | -31.7% | +23.1% | -4.5% |
| 3Y | +94.7% | -24.7% | +119.4% | +82.9% |
| All | +35.7% | +0.4% | +35.3% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling