+20.8%
COP vs WU
-27.2%
+48.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +0.8% |
| 7D | -0.8% | -0.8% | 0.0% | -0.8% |
| 30D | +15.6% | -1.1% | +16.7% | +15.6% |
| 3M | +14.3% | -1.8% | +16.2% | +13.6% |
| 6M | +17.0% | -23.9% | +40.9% | +20.9% |
| YTD | +47.4% | -20.4% | +67.8% | +50.8% |
| 1Y | +52.4% | -10.6% | +63.0% | +51.8% |
| 3Y | +20.8% | -27.7% | +48.6% | +21.8% |
| All | +20.8% | -27.2% | +48.0% | +21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling