+5,252.1%
COF vs WM
+2,914.1%
+2,338.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.1% |
| 7D | -4.5% | +0.8% | -5.2% | -4.8% |
| 30D | -2.0% | +13.8% | -15.8% | -8.1% |
| 3M | -9.7% | +6.4% | -16.1% | -12.7% |
| 6M | +8.0% | +13.2% | -5.2% | +0.9% |
| YTD | -17.7% | +10.8% | -28.5% | -22.8% |
| 1Y | -9.3% | +20.2% | -29.5% | -18.3% |
| 3Y | +96.3% | +46.5% | +49.8% | +57.2% |
| 5Y | +37.0% | +61.3% | -24.3% | +3.4% |
| 10Y | +188.1% | +324.8% | -136.6% | +40.9% |
| All | +5,252.1% | +2,914.1% | +2,338.0% | +1,311.1% |
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