+116.9%
COF vs WPM
+259.8%
-142.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.9% | -1.5% |
| 7D | -6.1% | -3.6% | -2.5% | -5.8% |
| 30D | -5.2% | +12.5% | -17.6% | -6.1% |
| 3M | +17.0% | +40.6% | -23.6% | +13.7% |
| 6M | +12.9% | +0.5% | +12.4% | +11.6% |
| YTD | -13.5% | +29.0% | -42.6% | -15.6% |
| 1Y | -5.9% | +43.8% | -49.7% | -8.8% |
| All | +116.9% | +259.8% | -142.9% | +80.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling