+45.4%
COF vs WWD
+187.1%
-141.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.1% |
| 7D | -6.1% | -2.9% | -3.2% | -4.8% |
| 30D | -5.2% | -6.6% | +1.4% | -2.2% |
| 3M | +17.0% | -9.3% | +26.3% | +21.6% |
| 6M | +12.9% | -13.6% | +26.5% | +19.2% |
| YTD | -13.5% | +10.4% | -23.9% | -19.7% |
| 1Y | -5.9% | +39.9% | -45.7% | -23.4% |
| 3Y | +117.1% | +165.0% | -47.9% | +21.0% |
| 5Y | +45.4% | +183.8% | -138.4% | -27.3% |
| All | +45.4% | +187.1% | -141.7% | -27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling