-27.7%
WU vs COO
-23.3%
-4.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.2% | -1.9% |
| 7D | -0.8% | -2.3% | +1.4% | -0.3% |
| 30D | -1.1% | -8.8% | +7.7% | +0.9% |
| 3M | -1.8% | +1.3% | -3.2% | -2.0% |
| 6M | -23.9% | -11.6% | -12.3% | -21.9% |
| YTD | -20.4% | -17.4% | -3.0% | -17.1% |
| 1Y | -10.6% | -1.6% | -9.0% | -10.5% |
| 3Y | -27.7% | -22.6% | -5.1% | -27.5% |
| All | -27.7% | -23.3% | -4.4% | -27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling