+118.1%
COF vs WWD
+167.6%
-49.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.1% |
| 7D | -5.1% | -2.6% | -2.6% | -4.2% |
| 30D | -6.0% | -6.9% | +0.9% | -3.4% |
| 3M | +14.8% | -13.0% | +27.9% | +20.6% |
| 6M | +15.3% | -12.5% | +27.8% | +20.1% |
| YTD | -13.0% | +11.8% | -24.9% | -18.4% |
| 1Y | -5.7% | +41.1% | -46.8% | -20.6% |
| 3Y | +118.1% | +163.1% | -44.9% | +47.5% |
| All | +118.1% | +167.6% | -49.5% | +47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling