-25.6%
COMP vs WWD
+170.7%
-196.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -6.0% | -2.2% | -4.3% |
| 7D | -1.8% | -2.6% | +0.7% | -0.2% |
| 30D | -0.8% | -7.7% | +7.0% | +4.1% |
| 3M | -28.1% | -17.7% | -10.4% | -19.0% |
| 6M | +27.0% | -15.9% | +42.9% | +41.3% |
| YTD | -12.8% | +1.8% | -14.5% | -14.5% |
| 1Y | +4.9% | +17.4% | -12.5% | -7.7% |
| 3Y | +321.0% | +137.1% | +183.9% | +93.7% |
| 5Y | -25.6% | +162.4% | -188.0% | -71.5% |
| All | -25.6% | +170.7% | -196.2% | -71.5% |
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 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