-5.9%
COF vs WMB
+30.1%
-35.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -1.9% |
| 7D | -6.1% | -1.7% | -4.4% | -6.1% |
| 30D | -5.2% | +0.7% | -5.9% | -5.0% |
| 3M | +17.0% | +1.5% | +15.5% | +17.2% |
| 6M | +12.9% | +0.1% | +12.8% | +12.9% |
| YTD | -13.5% | +22.9% | -36.5% | -15.6% |
| 1Y | -5.9% | +27.9% | -33.7% | -9.9% |
| All | -5.9% | +30.1% | -35.9% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling