-29.9%
COMP vs WWD
+198.3%
-228.1%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | -0.1% |
| 7D | +1.4% | +1.3% | +0.1% | +0.6% |
| 30D | -13.3% | -7.2% | -6.2% | -9.3% |
| 3M | +41.1% | -3.8% | +45.0% | +44.0% |
| 6M | +17.2% | -9.9% | +27.1% | +25.0% |
| YTD | +5.2% | +14.8% | -9.6% | -3.8% |
| 1Y | +18.9% | +42.1% | -23.1% | -7.3% |
| 3Y | +215.9% | +170.8% | +45.1% | +37.8% |
| All | -29.9% | +198.3% | -228.1% | -76.1% |
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