+43.1%
COF vs WING
-33.2%
+76.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.0% | -5.4% | -0.5% |
| 7D | -5.1% | +7.2% | -12.4% | -6.4% |
| 30D | -6.0% | +4.8% | -10.8% | -7.0% |
| 3M | +14.8% | -23.7% | +38.5% | +19.8% |
| 6M | +15.3% | -43.6% | +58.9% | +26.3% |
| YTD | -13.0% | -50.6% | +37.5% | -2.9% |
| 1Y | -5.7% | -57.0% | +51.3% | +7.4% |
| 3Y | +118.1% | -28.3% | +146.4% | +104.9% |
| All | +43.1% | -33.2% | +76.3% | +22.6% |
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