-40.7%
WU vs COO
+17.5%
-58.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -14.7% | +13.9% | +3.9% |
| 7D | -5.0% | -23.3% | +18.3% | +2.8% |
| 30D | -2.3% | -29.5% | +27.2% | +8.6% |
| 3M | -3.2% | -20.0% | +16.8% | +3.2% |
| 6M | -25.0% | -27.2% | +2.2% | -17.9% |
| YTD | -21.7% | -33.9% | +12.3% | -11.5% |
| 1Y | -9.0% | -19.9% | +11.0% | -3.9% |
| 3Y | -28.9% | -38.1% | +9.2% | -20.8% |
| 5Y | -51.0% | -52.0% | +0.9% | -41.5% |
| All | -40.7% | +17.5% | -58.2% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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