+7.6%
COMP vs WPM
+21.9%
-14.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | 0.0% | -3.6% | +3.6% | +1.8% |
| 30D | +16.6% | +1.4% | +15.1% | +15.8% |
| 3M | -23.5% | -0.2% | -23.3% | -24.0% |
| 6M | +25.7% | -7.3% | +33.1% | +27.6% |
| YTD | -3.4% | +12.3% | -15.8% | -2.9% |
| 1Y | +7.6% | +24.9% | -17.3% | +4.6% |
| All | +7.6% | +21.9% | -14.3% | +4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling