-46.5%
COMP vs WPM
+292.3%
-338.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.6% | +0.1% | +3.1% |
| 7D | +14.5% | +20.8% | -6.3% | +5.2% |
| 30D | +14.9% | +3.8% | +11.1% | +12.6% |
| 3M | -14.2% | +7.4% | -21.6% | -17.8% |
| 6M | +23.7% | +4.0% | +19.8% | +19.3% |
| YTD | +2.1% | +23.0% | -20.9% | -10.6% |
| 1Y | +26.2% | +45.9% | -19.7% | +1.5% |
| 3Y | +470.9% | +242.9% | +228.0% | +164.0% |
| 5Y | -14.0% | +259.5% | -273.5% | -63.1% |
| All | -46.5% | +292.3% | -338.7% | -78.1% |
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