-51.2%
WU vs COO
-44.2%
-7.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.2% | +5.4% | +0.8% |
| 7D | -4.9% | -9.0% | +4.0% | -2.5% |
| 30D | -1.3% | -16.8% | +15.5% | +3.7% |
| 3M | -3.6% | -7.5% | +3.9% | -1.6% |
| 6M | -24.3% | -16.3% | -8.1% | -20.8% |
| YTD | -21.1% | -22.5% | +1.5% | -15.7% |
| 1Y | -10.3% | -7.0% | -3.3% | -9.2% |
| 3Y | -28.4% | -27.5% | -0.9% | -24.9% |
| 5Y | -51.2% | -43.3% | -7.9% | -46.4% |
| All | -51.2% | -44.2% | -7.0% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling