-49.3%
COMP vs WU
-56.4%
+7.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -2.0% | +12.7% | +12.0% |
| 7D | +13.4% | +11.7% | +1.8% | +5.2% |
| 30D | +11.1% | +12.6% | -1.5% | +2.5% |
| 3M | -18.8% | -0.5% | -18.3% | -19.0% |
| 6M | +10.5% | -18.2% | +28.7% | +22.6% |
| YTD | -3.4% | -19.0% | +15.6% | +6.9% |
| 1Y | +19.7% | -16.7% | +36.4% | +29.3% |
| 3Y | +381.6% | -21.0% | +402.6% | +421.5% |
| 5Y | -17.6% | -41.7% | +24.1% | +12.9% |
| All | -49.3% | -56.4% | +7.1% | -24.1% |
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