-17.9%
COMP vs WSM
+168.7%
-186.5%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.8% | +12.5% | +11.9% |
| 7D | +13.4% | +0.5% | +12.9% | +13.2% |
| 30D | +11.1% | +6.0% | +5.1% | +7.3% |
| 3M | -18.8% | +3.2% | -22.1% | -20.3% |
| 6M | +10.5% | +37.1% | -26.6% | -10.0% |
| YTD | -3.4% | +44.2% | -47.6% | -23.1% |
| 1Y | +19.7% | +34.2% | -14.5% | -0.9% |
| 3Y | +381.6% | +249.3% | +132.3% | +69.5% |
| All | -17.9% | +168.7% | -186.5% | -72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling