-49.3%
COMP vs WWD
+172.3%
-221.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.4% | +7.3% | +8.7% |
| 7D | +13.4% | +4.2% | +9.3% | +10.8% |
| 30D | +11.1% | -2.1% | +13.2% | +12.3% |
| 3M | -18.8% | -13.2% | -5.7% | -11.9% |
| 6M | +10.5% | -16.9% | +27.4% | +22.7% |
| YTD | -3.4% | +5.2% | -8.6% | -6.7% |
| 1Y | +19.7% | +20.6% | -0.9% | +5.1% |
| 3Y | +381.6% | +146.3% | +235.3% | +136.9% |
| 5Y | -17.6% | +171.3% | -188.9% | -66.1% |
| All | -49.3% | +172.3% | -221.6% | -78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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