+1,147.1%
CGNX vs WU
-22.8%
+1,170.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | +1.5% | -5.0% | +6.4% | +3.9% |
| 30D | -1.8% | -2.3% | +0.5% | -1.0% |
| 3M | +5.3% | -3.2% | +8.5% | +4.1% |
| 6M | +22.3% | -25.0% | +47.3% | +36.3% |
| YTD | +72.2% | -21.7% | +93.8% | +86.9% |
| 1Y | +39.8% | -9.0% | +48.8% | +39.6% |
| 3Y | +44.8% | -28.9% | +73.7% | +60.1% |
| 5Y | -27.0% | -51.0% | +24.0% | -6.0% |
| 10Y | +177.7% | -40.1% | +217.8% | +215.5% |
| All | +1,147.1% | -22.8% | +1,170.0% | +1,030.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling