-8.3%
WU vs COO
-6.9%
-1.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.2% | +5.4% | +0.4% |
| 7D | -4.9% | -9.0% | +4.0% | -3.1% |
| 30D | -1.3% | -16.8% | +15.5% | +2.3% |
| 3M | -3.6% | -7.5% | +3.9% | -1.9% |
| 6M | -24.3% | -16.3% | -8.1% | -21.4% |
| YTD | -21.1% | -22.5% | +1.5% | -17.1% |
| All | -8.3% | -6.9% | -1.4% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling