+381.6%
COMP vs WWD
+145.1%
+236.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.4% | +7.3% | +9.2% |
| 7D | +13.4% | +4.2% | +9.3% | +11.5% |
| 30D | +11.1% | -2.1% | +13.2% | +12.0% |
| 3M | -18.8% | -13.2% | -5.7% | -13.7% |
| 6M | +10.5% | -16.9% | +27.4% | +19.6% |
| YTD | -3.4% | +5.2% | -8.6% | -2.6% |
| 1Y | +19.7% | +20.6% | -0.9% | +14.6% |
| 3Y | +381.6% | +146.3% | +235.3% | +233.7% |
| All | +381.6% | +145.1% | +236.5% | +233.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling