+110.7%
COP vs WU
-42.0%
+152.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | -8.4% | +9.1% | -17.5% | -9.6% |
| 30D | +0.3% | +12.1% | -11.8% | -1.5% |
| 3M | +15.1% | +0.3% | +14.8% | +14.8% |
| 6M | +19.8% | -19.1% | +38.9% | +23.4% |
| YTD | +46.8% | -19.2% | +66.0% | +50.7% |
| 1Y | +59.7% | -15.3% | +75.0% | +62.1% |
| 3Y | +28.7% | -21.3% | +50.0% | +30.4% |
| 5Y | +110.7% | -41.7% | +152.4% | +125.4% |
| All | +110.7% | -42.0% | +152.6% | +125.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling