-46.5%
COMP vs WU
-56.6%
+10.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.9% |
| 7D | +14.5% | +9.1% | +5.5% | +7.7% |
| 30D | +14.9% | +12.1% | +2.8% | +6.3% |
| 3M | -14.2% | +0.3% | -14.6% | -14.9% |
| 6M | +23.7% | -19.1% | +42.9% | +38.3% |
| YTD | +2.1% | -19.2% | +21.3% | +13.2% |
| 1Y | +26.2% | -15.3% | +41.5% | +34.7% |
| 3Y | +470.9% | -21.3% | +492.2% | +519.6% |
| 5Y | -14.0% | -41.7% | +27.6% | +18.0% |
| All | -46.5% | -56.6% | +10.1% | -19.6% |
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 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