+208.1%
COF vs WM
+337.2%
-129.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.8% | -1.7% |
| 7D | -5.8% | -0.5% | -5.3% | -5.6% |
| 30D | -0.3% | +13.3% | -13.6% | -7.9% |
| 3M | -8.5% | +4.4% | -12.9% | -11.2% |
| 6M | +5.6% | +10.8% | -5.2% | -2.1% |
| YTD | -17.1% | +9.1% | -26.2% | -23.2% |
| 1Y | -7.4% | +19.1% | -26.6% | -19.3% |
| 3Y | +99.1% | +45.7% | +53.4% | +42.0% |
| 5Y | +39.5% | +60.4% | -20.9% | -10.9% |
| 10Y | +208.1% | +328.7% | -120.6% | +3.7% |
| All | +208.1% | +337.2% | -129.1% | +3.7% |
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