-21.8%
WU vs COO
+380.8%
-402.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.7% | +1.3% |
| 7D | +11.0% | +4.5% | +6.5% | +9.5% |
| 30D | +13.4% | +16.9% | -3.5% | +8.0% |
| 3M | +2.2% | -16.7% | +18.9% | +7.5% |
| 6M | -18.2% | +5.9% | -24.1% | -20.5% |
| YTD | -18.3% | -22.4% | +4.2% | -12.6% |
| 1Y | -12.2% | -10.1% | -2.1% | -10.4% |
| 3Y | -20.8% | -22.8% | +2.0% | -17.8% |
| 5Y | -42.6% | -41.4% | -1.2% | -35.9% |
| 10Y | -35.5% | +41.3% | -76.7% | -47.1% |
| All | -21.8% | +380.8% | -402.6% | -63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling