+5,862.7%
COF vs WM
+2,634.8%
+3,228.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.2% |
| 7D | +1.8% | -0.3% | +2.1% | +2.0% |
| 30D | -0.6% | -2.4% | +1.8% | +0.5% |
| 3M | +20.3% | +0.4% | +19.9% | +19.4% |
| 6M | +13.0% | -9.5% | +22.5% | +17.4% |
| YTD | -8.3% | +0.5% | -8.8% | -9.7% |
| 1Y | -1.5% | -1.1% | -0.4% | -2.5% |
| 3Y | +122.3% | +46.0% | +76.2% | +78.1% |
| 5Y | +52.5% | +51.8% | +0.7% | +18.7% |
| 10Y | +264.9% | +307.5% | -42.6% | +82.7% |
| All | +5,862.7% | +2,634.8% | +3,228.0% | +1,551.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling