-54.2%
COMP vs WU
-55.6%
+1.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +6.5% | -14.7% | -12.2% |
| 7D | -1.8% | +13.0% | -14.9% | -9.5% |
| 30D | -0.8% | +14.3% | -15.1% | -9.2% |
| 3M | -28.1% | +0.1% | -28.3% | -28.5% |
| 6M | +27.0% | -17.7% | +44.7% | +40.4% |
| YTD | -12.8% | -17.3% | +4.6% | -4.5% |
| 1Y | +4.9% | -11.1% | +15.9% | +8.3% |
| 3Y | +321.0% | -19.8% | +340.8% | +352.8% |
| 5Y | -25.6% | -40.5% | +14.9% | +0.8% |
| All | -54.2% | -55.6% | +1.3% | -32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling