+505.9%
COP vs WU
-22.0%
+527.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.7% | +2.9% |
| 7D | +0.7% | +2.1% | -1.5% | -0.4% |
| 30D | +0.2% | +10.1% | -9.9% | -4.2% |
| 3M | +10.2% | -1.1% | +11.4% | +9.6% |
| 6M | +20.1% | -19.8% | +39.9% | +27.5% |
| YTD | +50.5% | -20.8% | +71.3% | +59.2% |
| 1Y | +56.8% | -15.1% | +71.9% | +60.6% |
| 3Y | +30.3% | -23.2% | +53.5% | +34.6% |
| 5Y | +126.8% | -42.6% | +169.4% | +156.9% |
| 10Y | +325.0% | -38.9% | +363.9% | +359.7% |
| All | +505.9% | -22.0% | +527.9% | +417.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling