+414.9%
COMP vs WY
-24.9%
+439.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.4% |
| 7D | +8.9% | -5.4% | +14.3% | +13.6% |
| 30D | +14.0% | +7.9% | +6.1% | +7.1% |
| 3M | -21.1% | -16.6% | -4.5% | -9.1% |
| 6M | +20.1% | -11.2% | +31.3% | +30.0% |
| YTD | -5.0% | -11.3% | +6.3% | +2.7% |
| 1Y | +5.7% | -5.5% | +11.2% | +7.6% |
| All | +414.9% | -24.9% | +439.8% | +498.3% |
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