+250.3%
COF vs WM
+303.2%
-52.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.1% |
| 7D | -2.7% | -1.2% | -1.5% | -1.9% |
| 30D | -3.4% | -4.5% | +1.1% | -0.7% |
| 3M | +15.4% | -2.2% | +17.6% | +16.1% |
| 6M | +14.4% | -11.5% | +25.9% | +21.9% |
| YTD | -12.0% | -0.7% | -11.3% | -13.4% |
| 1Y | -3.7% | +0.3% | -4.1% | -6.4% |
| 3Y | +121.1% | +44.2% | +76.9% | +56.4% |
| 5Y | +47.8% | +51.6% | -3.8% | -3.0% |
| 10Y | +250.3% | +310.4% | -60.1% | +15.9% |
| All | +250.3% | +303.2% | -52.9% | +15.9% |
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