+207.2%
COMP vs WY
-22.5%
+229.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.2% |
| 7D | +1.4% | -1.7% | +3.1% | +2.8% |
| 30D | -13.3% | -10.1% | -3.2% | -5.3% |
| 3M | +41.1% | -5.1% | +46.3% | +46.5% |
| 6M | +17.2% | -4.8% | +22.0% | +21.6% |
| YTD | +5.2% | -0.2% | +5.4% | +3.8% |
| 1Y | +18.9% | -6.6% | +25.5% | +24.0% |
| All | +207.2% | -22.5% | +229.7% | +260.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling