+5,862.8%
COF vs WST
+7,412.6%
-1,549.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | +1.8% | +0.7% | +1.1% | +1.5% |
| 30D | -0.6% | -3.1% | +2.6% | +0.6% |
| 3M | +20.3% | +7.2% | +13.1% | +16.9% |
| 6M | +13.0% | +36.8% | -23.8% | -0.5% |
| YTD | -8.3% | +23.8% | -32.2% | -16.5% |
| 1Y | -1.5% | +37.8% | -39.2% | -14.4% |
| 3Y | +122.3% | -15.9% | +138.2% | +109.6% |
| 5Y | +52.5% | -25.8% | +78.3% | +45.0% |
| 10Y | +264.9% | +319.6% | -54.7% | +43.1% |
| All | +5,862.8% | +7,412.6% | -1,549.9% | +643.5% |
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