+12.6%
COMP vs WSM
+14.1%
-1.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.5% |
| 7D | +4.1% | +2.6% | +1.5% | +2.0% |
| 30D | -14.5% | -9.5% | -5.0% | -7.6% |
| 3M | +41.8% | +12.9% | +28.9% | +29.2% |
| 6M | +23.6% | +23.0% | +0.5% | +5.2% |
| YTD | +1.7% | +28.9% | -27.2% | -11.6% |
| 1Y | +12.6% | +13.7% | -1.1% | +0.5% |
| All | +12.6% | +14.1% | -1.5% | +0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling