-49.3%
COMP vs WU
-57.3%
+8.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +0.9% |
| 7D | 0.0% | -2.0% | +2.0% | +1.1% |
| 30D | +16.6% | +11.4% | +5.1% | +8.1% |
| 3M | -23.5% | -6.8% | -16.7% | -20.7% |
| 6M | +25.7% | -14.6% | +40.4% | +35.2% |
| YTD | -3.4% | -20.6% | +17.2% | +8.1% |
| 1Y | +7.6% | -15.4% | +23.0% | +14.7% |
| 3Y | +423.6% | -23.6% | +447.2% | +479.2% |
| 5Y | -10.6% | -43.4% | +32.8% | +23.8% |
| All | -49.3% | -57.3% | +8.0% | -23.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling