+381.6%
COMP vs WPM
+212.7%
+168.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.9% | +7.8% | +9.6% |
| 7D | +13.4% | +16.9% | -3.5% | +6.7% |
| 30D | +11.1% | +2.0% | +9.1% | +9.9% |
| 3M | -18.8% | +8.9% | -27.8% | -22.3% |
| 6M | +10.5% | +1.6% | +8.9% | +8.0% |
| YTD | -3.4% | +16.5% | -19.9% | -11.1% |
| 1Y | +19.7% | +42.2% | -22.5% | +2.0% |
| 3Y | +381.6% | +213.3% | +168.3% | +112.2% |
| All | +381.6% | +212.7% | +168.9% | +112.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling