+64.1%
COP vs WU
-15.0%
+79.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.7% |
| 7D | +4.4% | -2.0% | +6.4% | +4.3% |
| 30D | 0.0% | +11.4% | -11.4% | +0.4% |
| 3M | +15.0% | -6.8% | +21.8% | +15.0% |
| 6M | +22.0% | -14.6% | +36.6% | +22.8% |
| YTD | +55.3% | -20.6% | +76.0% | +55.5% |
| 1Y | +64.1% | -15.4% | +79.5% | +62.7% |
| All | +64.1% | -15.0% | +79.1% | +62.7% |
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 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