+426.2%
COMP vs WSM
+271.7%
+154.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.6% |
| 7D | +2.2% | -3.0% | +5.1% | +3.9% |
| 30D | +16.3% | +10.1% | +6.3% | +11.1% |
| 3M | -19.1% | +4.9% | -24.1% | -20.9% |
| 6M | +17.1% | +49.8% | -32.7% | -4.3% |
| YTD | -2.9% | +48.7% | -51.7% | -19.4% |
| 1Y | +8.8% | +38.7% | -29.9% | -7.1% |
| All | +426.2% | +271.7% | +154.5% | +114.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling