+17.1%
COMP vs WU
-20.7%
+37.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.0% | +5.7% | +3.8% |
| 7D | +2.2% | +2.1% | +0.1% | +0.6% |
| 30D | +16.3% | +10.1% | +6.2% | +10.6% |
| 3M | -19.1% | -1.1% | -18.0% | -19.6% |
| 6M | +17.1% | -19.8% | +36.9% | +39.7% |
| All | +17.1% | -20.7% | +37.8% | +39.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling