+13.7%
COMP vs WU
-14.8%
+28.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.2% | -8.6% | -7.8% |
| 7D | +7.2% | +11.0% | -3.9% | +2.1% |
| 30D | +6.4% | +13.4% | -7.0% | +0.5% |
| 3M | -19.4% | +2.2% | -21.7% | -20.6% |
| 6M | +14.6% | -18.2% | +32.8% | +21.0% |
| YTD | -5.5% | -18.3% | +12.8% | 0.0% |
| 1Y | +13.7% | -12.2% | +25.8% | +18.4% |
| All | +13.7% | -14.8% | +28.4% | +18.4% |
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