+490.1%
COP vs WU
-19.6%
+509.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.7% |
| 7D | +3.0% | -0.8% | +3.8% | +3.3% |
| 30D | +17.5% | -1.1% | +18.6% | +17.7% |
| 3M | +13.4% | -3.9% | +17.2% | +12.6% |
| 6M | +17.7% | -20.7% | +38.4% | +26.0% |
| YTD | +46.6% | -18.4% | +64.9% | +54.4% |
| 1Y | +44.6% | -8.1% | +52.7% | +42.9% |
| 3Y | +20.7% | -24.2% | +44.9% | +26.0% |
| 5Y | +185.0% | -50.4% | +235.5% | +248.8% |
| 10Y | +347.0% | -40.0% | +387.0% | +391.7% |
| All | +490.1% | -19.6% | +509.7% | +401.4% |
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 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