+94.7%
COF vs WMB
+121.9%
-27.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -3.4% | +7.8% | -11.2% | -5.5% |
| 30D | +0.4% | -5.1% | +5.5% | +1.6% |
| 3M | -12.5% | -4.7% | -7.8% | -11.7% |
| 6M | +8.3% | -7.4% | +15.7% | +9.9% |
| YTD | -18.6% | +17.5% | -36.0% | -26.3% |
| 1Y | -8.6% | +19.5% | -28.1% | -18.1% |
| 3Y | +94.7% | +121.3% | -26.6% | +31.0% |
| All | +94.7% | +121.9% | -27.2% | +31.0% |
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