+660.3%
WY vs COO
+5,988.7%
-5,328.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.0% |
| 7D | -1.7% | -2.2% | +0.5% | -1.5% |
| 30D | -10.1% | -7.0% | -3.1% | -9.5% |
| 3M | -5.1% | +12.2% | -17.3% | -6.3% |
| 6M | -4.8% | -15.1% | +10.3% | -3.3% |
| YTD | -0.2% | -15.1% | +14.9% | +1.2% |
| 1Y | -6.6% | +2.3% | -9.0% | -7.0% |
| 3Y | -22.7% | -23.7% | +0.9% | -21.1% |
| 5Y | -22.2% | -38.9% | +16.7% | -19.2% |
| 10Y | +7.3% | +49.9% | -42.6% | +4.5% |
| All | +660.3% | +5,988.7% | -5,328.4% | +537.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling