+242.0%
COF vs WST
+344.2%
-102.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | -5.1% | +1.8% | -7.0% | -5.5% |
| 30D | -6.0% | -1.7% | -4.3% | -5.7% |
| 3M | +14.8% | +4.9% | +10.0% | +13.5% |
| 6M | +15.3% | +45.5% | -30.2% | +5.7% |
| YTD | -13.0% | +26.1% | -39.2% | -18.0% |
| 1Y | -5.7% | +31.7% | -37.4% | -12.2% |
| 3Y | +118.1% | -12.1% | +130.2% | +111.4% |
| 5Y | +46.2% | -23.6% | +69.8% | +40.6% |
| All | +242.0% | +344.2% | -102.2% | +80.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling