-17.9%
COMP vs WU
-42.0%
+24.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -2.0% | +12.7% | +12.0% |
| 7D | +13.4% | +11.7% | +1.8% | +4.7% |
| 30D | +11.1% | +12.6% | -1.5% | +2.1% |
| 3M | -18.8% | -0.5% | -18.3% | -19.0% |
| 6M | +10.5% | -18.2% | +28.7% | +23.3% |
| YTD | -3.4% | -19.0% | +15.6% | +7.5% |
| 1Y | +19.7% | -16.7% | +36.4% | +29.7% |
| 3Y | +381.6% | -21.0% | +402.6% | +419.8% |
| All | -17.9% | -42.0% | +24.1% | +17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling