-24.5%
CGNX vs WU
-51.3%
+26.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.6% | +3.5% | +3.9% |
| 7D | +3.2% | -3.5% | +6.6% | +4.3% |
| 30D | +6.0% | -2.9% | +8.9% | +6.8% |
| 3M | +3.5% | -2.3% | +5.8% | +2.0% |
| 6M | +26.3% | -25.4% | +51.7% | +37.6% |
| YTD | +79.2% | -21.2% | +100.4% | +90.3% |
| 1Y | +43.8% | -8.9% | +52.7% | +42.7% |
| 3Y | +52.0% | -29.0% | +80.9% | +64.3% |
| All | -24.5% | -51.3% | +26.9% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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