+4.4%
WY vs COO
+17.5%
-13.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -14.7% | +12.0% | +4.6% |
| 7D | -3.7% | -23.3% | +19.6% | +9.1% |
| 30D | -11.3% | -29.5% | +18.2% | +4.8% |
| 3M | -8.1% | -20.0% | +11.8% | +1.5% |
| 6M | -7.4% | -27.2% | +19.8% | +6.9% |
| YTD | -4.7% | -33.9% | +29.2% | +15.3% |
| 1Y | -9.2% | -19.9% | +10.7% | -1.4% |
| 3Y | -24.7% | -38.1% | +13.4% | -10.1% |
| 5Y | -21.6% | -52.0% | +30.4% | +6.1% |
| All | +4.4% | +17.5% | -13.2% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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