+35.7%
COF vs WST
+1.0%
+34.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.5% | +0.5% |
| 7D | -3.4% | +4.2% | -7.6% | -4.1% |
| 30D | +0.4% | +11.2% | -10.8% | -1.5% |
| 3M | -12.5% | +20.4% | -32.9% | -15.5% |
| 6M | +8.3% | +37.9% | -29.6% | +2.0% |
| YTD | -18.6% | +51.8% | -70.4% | -25.0% |
| 1Y | -8.6% | +56.6% | -65.2% | -16.4% |
| 3Y | +94.7% | +24.2% | +70.5% | +75.0% |
| All | +35.7% | +1.0% | +34.8% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling