+276.0%
COF vs WU
-22.3%
+298.3%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -0.9% |
| 7D | -2.7% | -4.9% | +2.3% | +0.7% |
| 30D | -3.4% | -1.3% | -2.1% | -2.7% |
| 3M | +15.4% | -3.6% | +19.0% | +14.5% |
| 6M | +14.4% | -24.3% | +38.8% | +32.8% |
| YTD | -12.0% | -21.1% | +9.1% | -1.1% |
| 1Y | -3.7% | -10.3% | +6.6% | -2.5% |
| 3Y | +121.1% | -28.4% | +149.4% | +149.5% |
| 5Y | +47.8% | -51.2% | +99.0% | +113.3% |
| 10Y | +250.3% | -39.6% | +290.0% | +323.4% |
| All | +276.0% | -22.3% | +298.3% | +221.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling