+587.3%
WY vs COO
+5,381.5%
-4,794.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.6% |
| 7D | -0.8% | +0.5% | -1.3% | -0.9% |
| 30D | +10.1% | +14.2% | -4.1% | +8.7% |
| 3M | -15.4% | -18.2% | +2.8% | -13.8% |
| 6M | -8.3% | +5.3% | -13.7% | -8.9% |
| YTD | -9.8% | -23.6% | +13.7% | -7.6% |
| 1Y | -3.9% | -12.7% | +8.8% | -2.9% |
| 3Y | -23.3% | -24.2% | +0.9% | -21.7% |
| 5Y | -31.2% | -40.0% | +8.8% | -28.4% |
| 10Y | +5.5% | +41.6% | -36.0% | +3.4% |
| All | +587.3% | +5,381.5% | -4,794.2% | +481.4% |
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