+5,523.6%
COF vs WSM
+9,227.7%
-3,704.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.2% |
| 7D | -6.1% | +0.4% | -6.5% | -6.2% |
| 30D | -5.2% | -10.7% | +5.6% | -1.5% |
| 3M | +17.0% | +8.5% | +8.5% | +13.6% |
| 6M | +12.9% | +19.6% | -6.7% | +5.8% |
| YTD | -13.5% | +26.6% | -40.1% | -20.5% |
| 1Y | -5.9% | +12.0% | -17.8% | -10.1% |
| 3Y | +117.1% | +226.6% | -109.5% | +35.2% |
| 5Y | +45.4% | +174.1% | -128.7% | -7.4% |
| 10Y | +244.1% | +1,052.9% | -808.9% | +22.4% |
| All | +5,523.6% | +9,227.7% | -3,704.1% | +865.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling