+242.0%
COF vs WPM
+558.4%
-316.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.5% |
| 7D | -5.1% | -0.6% | -4.6% | -5.1% |
| 30D | -6.0% | +14.4% | -20.4% | -6.8% |
| 3M | +14.8% | +37.0% | -22.2% | +12.7% |
| 6M | +15.3% | +4.1% | +11.2% | +14.5% |
| YTD | -13.0% | +31.7% | -44.8% | -14.7% |
| 1Y | -5.7% | +44.2% | -49.9% | -7.9% |
| 3Y | +118.1% | +265.5% | -147.4% | +102.1% |
| 5Y | +46.2% | +262.5% | -216.3% | +33.6% |
| All | +242.0% | +558.4% | -316.4% | +234.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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