+173.6%
COF vs WM
+331.3%
-157.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.7% |
| 7D | -5.0% | +1.2% | -6.2% | -5.7% |
| 30D | -2.3% | +15.2% | -17.5% | -10.5% |
| 3M | -12.7% | +8.3% | -21.0% | -17.1% |
| 6M | +6.2% | +13.1% | -6.9% | -2.7% |
| YTD | -19.2% | +12.5% | -31.7% | -26.5% |
| 1Y | -11.5% | +21.8% | -33.3% | -23.8% |
| 3Y | +92.8% | +48.8% | +44.0% | +36.2% |
| 5Y | +34.3% | +62.1% | -27.8% | -14.0% |
| All | +173.6% | +331.3% | -157.6% | -4.8% |
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