+120.8%
COF vs WST
-13.7%
+134.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -2.7% | -1.7% | -1.0% | -2.5% |
| 30D | -3.4% | -4.3% | +1.0% | -2.9% |
| 3M | +15.4% | +0.7% | +14.7% | +15.3% |
| 6M | +14.4% | +36.0% | -21.6% | +10.7% |
| YTD | -12.0% | +22.7% | -34.7% | -14.1% |
| 1Y | -3.7% | +34.1% | -37.9% | -6.9% |
| All | +120.8% | -13.7% | +134.5% | +123.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling