+417.4%
WDC vs COF
+0.3%
+417.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.4% | +6.3% | +6.0% |
| 7D | +1.7% | +1.8% | -0.1% | +1.0% |
| 30D | -10.0% | -0.6% | -9.4% | -9.8% |
| 3M | -18.8% | +20.3% | -39.0% | -25.3% |
| 6M | +79.0% | +13.0% | +66.0% | +67.4% |
| YTD | +171.6% | -8.3% | +179.9% | +170.2% |
| 1Y | +417.4% | -1.5% | +418.8% | +422.1% |
| All | +417.4% | +0.3% | +417.1% | +422.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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