+9,027.8%
WDC vs COF
+5,625.4%
+3,402.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.5% | +1.6% |
| 7D | +7.5% | -2.7% | +10.1% | +8.4% |
| 30D | +10.1% | -3.4% | +13.4% | +11.3% |
| 3M | -6.8% | +15.4% | -22.2% | -11.8% |
| 6M | +84.1% | +14.4% | +69.7% | +74.3% |
| YTD | +180.3% | -12.0% | +192.2% | +190.9% |
| 1Y | +411.1% | -3.7% | +414.8% | +411.6% |
| 3Y | +1,375.0% | +121.1% | +1,253.9% | +984.0% |
| 5Y | +991.6% | +47.8% | +943.7% | +819.6% |
| 10Y | +1,309.1% | +250.3% | +1,058.8% | +779.5% |
| All | +9,027.8% | +5,625.4% | +3,402.4% | +2,210.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling