-50.4%
COMP vs WPM
+272.3%
-322.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -5.1% | -2.3% | -5.1% |
| 7D | +7.2% | +16.4% | -9.2% | +0.3% |
| 30D | +6.4% | -1.5% | +7.9% | +6.9% |
| 3M | -19.4% | +2.6% | -22.0% | -21.1% |
| 6M | +14.6% | -1.3% | +15.9% | +13.2% |
| YTD | -5.5% | +16.8% | -22.3% | -15.1% |
| 1Y | +13.7% | +34.1% | -20.5% | -4.9% |
| 3Y | +409.7% | +225.1% | +184.6% | +141.7% |
| 5Y | -17.0% | +234.5% | -251.5% | -63.6% |
| All | -50.4% | +272.3% | -322.7% | -79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling