-46.5%
COMP vs WY
-26.6%
-19.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.7% | +5.0% | +4.9% |
| 7D | +14.5% | -0.8% | +15.3% | +15.1% |
| 30D | +14.9% | +10.6% | +4.3% | +2.8% |
| 3M | -14.2% | -16.6% | +2.4% | +3.2% |
| 6M | +23.7% | -8.6% | +32.3% | +32.4% |
| YTD | +2.1% | -8.4% | +10.5% | +8.3% |
| 1Y | +26.2% | -5.1% | +31.3% | +27.4% |
| 3Y | +470.9% | -21.9% | +492.8% | +599.6% |
| 5Y | -14.0% | -31.3% | +17.3% | +33.9% |
| All | -46.5% | -26.6% | -19.8% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 10y: compounded portfolio wealth divided by compounded WY 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…
10y analysis · Full analysis span regression · 6 months rolling