-40.1%
WU vs COO
+40.1%
-80.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.8% |
| 7D | -5.3% | -2.1% | -3.2% | -4.6% |
| 30D | +9.0% | +13.9% | -4.9% | +4.7% |
| 3M | -3.6% | -18.9% | +15.4% | +2.4% |
| 6M | -19.4% | +3.7% | -23.1% | -21.1% |
| YTD | -21.7% | -24.1% | +2.4% | -15.4% |
| 1Y | -16.1% | -14.2% | -1.9% | -13.0% |
| 3Y | -24.1% | -24.5% | +0.3% | -20.9% |
| 5Y | -44.1% | -40.4% | -3.7% | -37.9% |
| All | -40.1% | +40.1% | -80.1% | -50.1% |
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