+250.7%
CP vs WU
-35.7%
+286.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.4% | -0.6% |
| 7D | +2.8% | +11.0% | -8.2% | -0.7% |
| 30D | +11.0% | +13.4% | -2.4% | +6.4% |
| 3M | +3.8% | +2.2% | +1.6% | +2.7% |
| 6M | +9.5% | -18.2% | +27.7% | +15.2% |
| YTD | +28.2% | -18.3% | +46.5% | +34.2% |
| 1Y | +33.0% | -12.2% | +45.1% | +35.4% |
| 3Y | +35.5% | -20.8% | +56.4% | +39.6% |
| 5Y | +25.8% | -42.6% | +68.4% | +43.4% |
| 10Y | +250.7% | -35.5% | +286.2% | +274.8% |
| All | +250.7% | -35.7% | +286.4% | +274.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling