+5,862.8%
COF vs WMB
+2,997.3%
+2,865.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +1.8% | +0.6% | +1.3% | +1.7% |
| 30D | -0.6% | +3.3% | -3.8% | -1.4% |
| 3M | +20.3% | +3.1% | +17.2% | +19.0% |
| 6M | +13.0% | -0.7% | +13.7% | +12.6% |
| YTD | -8.3% | +25.2% | -33.5% | -14.1% |
| 1Y | -1.5% | +32.9% | -34.3% | -9.3% |
| 3Y | +122.3% | +140.6% | -18.3% | +75.6% |
| 5Y | +52.5% | +273.5% | -221.0% | +8.1% |
| 10Y | +264.9% | +334.2% | -69.3% | +147.9% |
| All | +5,862.8% | +2,997.3% | +2,865.5% | +2,325.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling