+120.8%
COF vs WMB
+145.3%
-24.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.2% |
| 7D | -2.7% | 0.0% | -2.6% | -2.7% |
| 30D | -3.4% | +4.6% | -8.0% | -4.9% |
| 3M | +15.4% | +5.7% | +9.7% | +12.6% |
| 6M | +14.4% | +4.2% | +10.2% | +11.6% |
| YTD | -12.0% | +26.8% | -38.8% | -21.8% |
| 1Y | -3.7% | +34.7% | -38.4% | -17.5% |
| All | +120.8% | +145.3% | -24.5% | +44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling