-8.7%
COMP vs WWD
+187.3%
-196.0%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +2.1% |
| 7D | 0.0% | +4.0% | -4.0% | -2.4% |
| 30D | +16.6% | +0.4% | +16.1% | +16.1% |
| 3M | -23.5% | -7.9% | -15.6% | -19.7% |
| 6M | +25.7% | -10.6% | +36.4% | +33.9% |
| YTD | -3.4% | +9.4% | -12.8% | -9.4% |
| 1Y | +7.6% | +25.7% | -18.2% | -9.1% |
| 3Y | +423.6% | +148.5% | +275.0% | +136.4% |
| All | -8.7% | +187.3% | -196.0% | -66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling