-21.9%
WU vs COO
+426.4%
-448.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.5% |
| 7D | -0.8% | -2.2% | +1.4% | -0.1% |
| 30D | -1.1% | -7.0% | +5.9% | +1.1% |
| 3M | -3.9% | +12.2% | -16.1% | -7.6% |
| 6M | -20.7% | -15.1% | -5.5% | -16.9% |
| YTD | -18.4% | -15.1% | -3.3% | -14.5% |
| 1Y | -8.1% | +2.3% | -10.4% | -9.7% |
| 3Y | -24.2% | -23.7% | -0.5% | -20.4% |
| 5Y | -50.4% | -38.9% | -11.5% | -45.1% |
| 10Y | -40.0% | +49.9% | -90.0% | -51.5% |
| All | -21.9% | +426.4% | -448.2% | -64.4% |
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 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