+242.0%
COF vs WY
+7.6%
+234.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.4% |
| 7D | -5.1% | -4.2% | -1.0% | -2.5% |
| 30D | -6.0% | -10.1% | +4.1% | +0.5% |
| 3M | +14.8% | -8.5% | +23.3% | +20.7% |
| 6M | +15.3% | -3.3% | +18.7% | +16.5% |
| YTD | -13.0% | -4.4% | -8.7% | -12.3% |
| 1Y | -5.7% | -11.5% | +5.8% | -0.4% |
| 3Y | +118.1% | -24.3% | +142.4% | +148.9% |
| 5Y | +46.2% | -21.3% | +67.5% | +61.9% |
| All | +242.0% | +7.6% | +234.4% | +181.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 10y: compounded portfolio wealth divided by compounded WY 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…
10y analysis · Full analysis span regression · 6 months rolling