+271.1%
COF vs WPM
+5,972.6%
-5,701.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | +1.2% | +7.0% | -5.8% | +0.3% |
| 30D | -1.4% | +15.7% | -17.1% | -3.4% |
| 3M | +19.0% | +35.2% | -16.2% | +14.1% |
| 6M | +14.9% | +6.1% | +8.8% | +13.2% |
| YTD | -10.7% | +32.6% | -43.3% | -14.9% |
| 1Y | -1.3% | +46.9% | -48.2% | -7.6% |
| 3Y | +124.3% | +276.3% | -152.0% | +82.5% |
| 5Y | +51.1% | +260.0% | -208.9% | +22.1% |
| 10Y | +252.4% | +508.5% | -256.2% | +151.8% |
| All | +271.1% | +5,972.6% | -5,701.5% | +55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling