+242.0%
COF vs WU
-39.1%
+281.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.2% |
| 7D | -5.1% | -3.5% | -1.7% | -3.2% |
| 30D | -6.0% | -2.9% | -3.1% | -4.6% |
| 3M | +14.8% | -2.3% | +17.1% | +13.1% |
| 6M | +15.3% | -25.4% | +40.7% | +33.0% |
| YTD | -13.0% | -21.2% | +8.2% | -3.3% |
| 1Y | -5.7% | -8.9% | +3.1% | -5.6% |
| 3Y | +118.1% | -29.0% | +147.1% | +145.6% |
| 5Y | +46.2% | -50.7% | +97.0% | +108.7% |
| All | +242.0% | -39.1% | +281.1% | +330.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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