+240.0%
COF vs WMB
+304.7%
-64.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | 0.0% |
| 7D | -6.1% | -1.7% | -4.4% | -5.2% |
| 30D | -5.2% | +0.7% | -5.9% | -5.8% |
| 3M | +17.0% | +1.5% | +15.5% | +14.8% |
| 6M | +12.9% | +0.1% | +12.8% | +10.8% |
| YTD | -13.5% | +22.9% | -36.5% | -25.7% |
| 1Y | -5.9% | +27.9% | -33.7% | -21.6% |
| 3Y | +117.1% | +139.1% | -22.0% | +18.8% |
| 5Y | +45.4% | +270.9% | -225.5% | -40.9% |
| All | +240.0% | +304.7% | -64.6% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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