-46.5%
COMP vs WSM
+220.1%
-266.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.0% | +2.7% | +3.8% |
| 7D | +14.5% | +0.9% | +13.7% | +14.1% |
| 30D | +14.9% | +8.6% | +6.4% | +9.7% |
| 3M | -14.2% | +4.2% | -18.5% | -16.2% |
| 6M | +23.7% | +44.6% | -20.9% | -1.0% |
| YTD | +2.1% | +48.5% | -46.4% | -18.9% |
| 1Y | +26.2% | +34.7% | -8.5% | +5.7% |
| 3Y | +470.9% | +271.0% | +199.9% | +117.7% |
| 5Y | -14.0% | +180.9% | -195.0% | -67.9% |
| All | -46.5% | +220.1% | -266.6% | -79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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