-19.8%
WY vs COO
-44.2%
+24.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.2% | +5.8% | +2.1% |
| 7D | -1.7% | -9.0% | +7.3% | +2.0% |
| 30D | -9.9% | -16.8% | +7.0% | -3.0% |
| 3M | -7.5% | -7.5% | 0.0% | -4.9% |
| 6M | -5.1% | -16.3% | +11.1% | +1.3% |
| YTD | -2.1% | -22.5% | +20.4% | +7.7% |
| 1Y | -7.3% | -7.0% | -0.4% | -6.2% |
| 3Y | -22.6% | -27.5% | +4.8% | -15.6% |
| 5Y | -19.8% | -43.3% | +23.5% | -6.0% |
| All | -19.8% | -44.2% | +24.4% | -6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling