-5.1%
COF vs WWD
+27.2%
-32.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.7% | -0.6% |
| 7D | +0.7% | +7.3% | -6.6% | -1.5% |
| 30D | +5.7% | -2.0% | +7.7% | +6.2% |
| 3M | -6.7% | -12.6% | +5.9% | -3.1% |
| 6M | +9.5% | -8.4% | +17.9% | +11.5% |
| YTD | -13.9% | +8.2% | -22.1% | -15.6% |
| 1Y | -5.1% | +26.5% | -31.6% | -11.0% |
| All | -5.1% | +27.2% | -32.3% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1y: compounded portfolio wealth divided by compounded WWD 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…
1y analysis · Full analysis span regression · 6 months rolling