+7.6%
COMP vs WU
-15.0%
+22.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.2% |
| 7D | 0.0% | -2.0% | +2.0% | +0.7% |
| 30D | +16.6% | +11.4% | +5.1% | +10.8% |
| 3M | -23.5% | -6.8% | -16.7% | -22.3% |
| 6M | +25.7% | -14.6% | +40.4% | +30.4% |
| YTD | -3.4% | -20.6% | +17.2% | +3.0% |
| 1Y | +7.6% | -15.4% | +23.0% | +13.9% |
| All | +7.6% | -15.0% | +22.6% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling