+5,156.8%
COF vs WST
+8,994.6%
-3,837.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | -5.0% | +4.9% | -9.9% | -6.7% |
| 30D | -2.3% | +10.7% | -12.9% | -5.9% |
| 3M | -12.7% | +16.8% | -29.5% | -17.8% |
| 6M | +6.2% | +32.0% | -25.8% | -4.8% |
| YTD | -19.2% | +49.9% | -69.1% | -31.6% |
| 1Y | -11.5% | +50.6% | -62.1% | -25.3% |
| 3Y | +92.8% | +21.4% | +71.4% | +57.1% |
| 5Y | +34.3% | -0.6% | +34.9% | +14.1% |
| 10Y | +183.0% | +449.4% | -266.4% | -0.2% |
| All | +5,156.8% | +8,994.6% | -3,837.8% | +509.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling