+175.6%
COF vs WING
+672.3%
-496.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.0% |
| 7D | -4.5% | -0.5% | -3.9% | -4.5% |
| 30D | -2.0% | +32.3% | -34.3% | -8.0% |
| 3M | -9.7% | +50.2% | -59.9% | -18.0% |
| 6M | +8.0% | +31.7% | -23.6% | -0.1% |
| YTD | -17.7% | -29.6% | +11.9% | -14.1% |
| 1Y | -9.3% | -29.7% | +20.4% | -5.5% |
| 3Y | +96.3% | -19.8% | +116.1% | +84.9% |
| 5Y | +37.0% | +3.1% | +33.9% | +14.8% |
| 10Y | +188.1% | +682.9% | -494.8% | +44.3% |
| All | +175.6% | +672.3% | -496.8% | +33.4% |
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