+22.8%
COMP vs WWD
+25.3%
-2.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.9% | +0.8% | +2.9% |
| 7D | +14.5% | +4.2% | +10.4% | +12.0% |
| 30D | +14.9% | -0.8% | +15.7% | +15.1% |
| 3M | -14.2% | -8.2% | -6.0% | -10.6% |
| 6M | +23.7% | -9.8% | +33.6% | +29.7% |
| YTD | +2.1% | +10.4% | -8.3% | +10.7% |
| All | +22.8% | +25.3% | -2.5% | +35.5% |
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