-1.5%
COF vs WWD
+41.9%
-43.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | +1.8% | +1.3% | +0.5% | +1.4% |
| 30D | -0.6% | -7.2% | +6.6% | +1.5% |
| 3M | +20.3% | -3.8% | +24.1% | +21.2% |
| 6M | +13.0% | -9.9% | +22.9% | +15.4% |
| YTD | -8.3% | +14.8% | -23.2% | -11.2% |
| 1Y | -1.5% | +42.1% | -43.5% | -7.6% |
| All | -1.5% | +41.9% | -43.4% | -7.6% |
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