+191.7%
COP vs WU
-51.1%
+242.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.0% |
| 7D | -0.8% | -0.8% | 0.0% | -0.7% |
| 30D | +15.6% | -1.1% | +16.7% | +15.7% |
| 3M | +14.3% | -1.8% | +16.2% | +13.5% |
| 6M | +17.0% | -23.9% | +40.9% | +22.0% |
| YTD | +47.4% | -20.4% | +67.8% | +52.0% |
| 1Y | +52.4% | -10.6% | +63.0% | +52.3% |
| 3Y | +20.8% | -27.7% | +48.6% | +24.8% |
| 5Y | +191.7% | -51.1% | +242.8% | +237.9% |
| All | +191.7% | -51.1% | +242.8% | +237.9% |
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