+1,285.8%
WDC vs COF
+116.3%
+1,169.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.3% |
| 7D | -4.3% | -5.1% | +0.8% | -1.9% |
| 30D | -1.5% | -6.0% | +4.5% | +1.3% |
| 3M | -15.5% | +14.8% | -30.3% | -21.7% |
| 6M | +66.5% | +15.3% | +51.1% | +53.2% |
| YTD | +159.9% | -13.0% | +172.9% | +173.7% |
| 1Y | +366.0% | -5.7% | +371.7% | +369.3% |
| 3Y | +1,285.8% | +118.1% | +1,167.7% | +951.4% |
| All | +1,285.8% | +116.3% | +1,169.5% | +951.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling