+340.2%
COP vs WU
-40.9%
+381.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.4% |
| 7D | -0.5% | -4.9% | +4.4% | +1.2% |
| 30D | +11.7% | -1.3% | +13.0% | +12.0% |
| 3M | +17.7% | -3.6% | +21.3% | +16.7% |
| 6M | +18.3% | -24.3% | +42.7% | +28.0% |
| YTD | +49.1% | -21.1% | +70.2% | +58.1% |
| 1Y | +53.3% | -10.3% | +63.6% | +52.7% |
| 3Y | +22.2% | -28.4% | +50.5% | +29.8% |
| 5Y | +193.3% | -51.2% | +244.5% | +265.4% |
| 10Y | +340.2% | -39.6% | +379.9% | +395.8% |
| All | +340.2% | -40.9% | +381.1% | +395.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling