+43.1%
COF vs WSM
+175.3%
-132.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.2% |
| 7D | -5.1% | -0.5% | -4.6% | -5.0% |
| 30D | -6.0% | -7.7% | +1.7% | -3.4% |
| 3M | +14.8% | +3.8% | +11.1% | +13.2% |
| 6M | +15.3% | +22.7% | -7.3% | +7.1% |
| YTD | -13.0% | +28.0% | -41.1% | -20.3% |
| 1Y | -5.7% | +12.7% | -18.4% | -10.2% |
| 3Y | +118.1% | +231.3% | -113.1% | +30.7% |
| All | +43.1% | +175.3% | -132.2% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 5y: compounded portfolio wealth divided by compounded WSM 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…
5y analysis · Full analysis span regression · 6 months rolling