+192.6%
COF vs WM
+329.9%
-137.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.6% |
| 7D | -6.2% | +1.2% | -7.3% | -6.8% |
| 30D | -1.7% | +13.7% | -15.4% | -9.3% |
| 3M | -10.2% | +5.2% | -15.5% | -13.4% |
| 6M | +4.2% | +11.2% | -7.0% | -3.6% |
| YTD | -18.2% | +9.4% | -27.7% | -24.4% |
| 1Y | -9.7% | +20.4% | -30.1% | -21.9% |
| 3Y | +95.0% | +44.7% | +50.4% | +40.0% |
| 5Y | +36.8% | +58.5% | -21.6% | -11.4% |
| 10Y | +192.6% | +326.4% | -133.8% | +0.6% |
| All | +192.6% | +329.9% | -137.2% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling