+19.7%
COMP vs WWD
+21.1%
-1.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.4% | +7.3% | +8.9% |
| 7D | +13.4% | +4.2% | +9.3% | +11.1% |
| 30D | +11.1% | -2.1% | +13.2% | +12.1% |
| 3M | -18.8% | -13.2% | -5.7% | -12.7% |
| 6M | +10.5% | -16.9% | +27.4% | +21.0% |
| YTD | -3.4% | +5.2% | -8.6% | +7.4% |
| 1Y | +19.7% | +20.6% | -0.9% | +34.9% |
| All | +19.7% | +21.1% | -1.4% | +34.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling