+17.2%
COMP vs WPM
+0.4%
+16.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.1% |
| 7D | +1.4% | +1.1% | +0.3% | +0.7% |
| 30D | -13.3% | +26.4% | -39.7% | -25.8% |
| 3M | +41.1% | +20.8% | +20.3% | +24.2% |
| 6M | +17.2% | +1.1% | +16.1% | +10.7% |
| All | +17.2% | +0.4% | +16.7% | +10.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling