+43.1%
COF vs WU
-51.3%
+94.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.3% |
| 7D | -5.1% | -3.5% | -1.7% | -3.7% |
| 30D | -6.0% | -2.9% | -3.1% | -4.9% |
| 3M | +14.8% | -2.3% | +17.1% | +13.6% |
| 6M | +15.3% | -25.4% | +40.7% | +29.0% |
| YTD | -13.0% | -21.2% | +8.2% | -5.4% |
| 1Y | -5.7% | -8.9% | +3.1% | -5.4% |
| 3Y | +118.1% | -29.0% | +147.1% | +140.6% |
| All | +43.1% | -51.3% | +94.5% | +97.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling