-5.1%
COF vs WST
+47.3%
-52.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.6% | -1.2% |
| 7D | +0.7% | +1.3% | -0.6% | +0.4% |
| 30D | +5.7% | +8.5% | -2.8% | +4.0% |
| 3M | -6.7% | +17.2% | -23.9% | -9.8% |
| 6M | +9.5% | +36.3% | -26.8% | +2.0% |
| YTD | -13.9% | +48.9% | -62.8% | -22.5% |
| 1Y | -5.1% | +42.9% | -48.0% | -13.1% |
| All | -5.1% | +47.3% | -52.4% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 1y: compounded portfolio wealth divided by compounded WST 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…
1y analysis · Full analysis span regression · 6 months rolling