+207.0%
COF vs WING
+405.9%
-198.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | +1.8% | -3.9% | +5.7% | +2.6% |
| 30D | -0.6% | -11.6% | +11.0% | +1.7% |
| 3M | +20.3% | -24.2% | +44.5% | +26.4% |
| 6M | +13.0% | -54.1% | +67.1% | +31.1% |
| YTD | -8.3% | -53.9% | +45.6% | +5.5% |
| 1Y | -1.5% | -64.4% | +62.9% | +18.9% |
| 3Y | +122.3% | -30.2% | +152.5% | +114.2% |
| 5Y | +52.5% | -34.1% | +86.6% | +41.1% |
| 10Y | +264.9% | +342.1% | -77.3% | +106.6% |
| All | +207.0% | +405.9% | -198.9% | +63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling